+11.8%
CRM vs KMI
+111.5%
-99.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +2.0% |
| 7D | -4.4% | -1.7% | -2.7% | -4.2% |
| 30D | +28.1% | -2.7% | +30.9% | +28.4% |
| 3M | +48.8% | -0.7% | +49.5% | +48.4% |
| 6M | +28.3% | -5.0% | +33.2% | +28.8% |
| YTD | -6.0% | +15.5% | -21.5% | -10.3% |
| 1Y | +1.4% | +16.4% | -15.0% | -3.6% |
| 3Y | +11.8% | +114.2% | -102.3% | -11.5% |
| All | +11.8% | +111.5% | -99.6% | -11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KMI.
Daily Out/Under-Performance
Portfolio return minus KMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded KMI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling