+108.5%
CSCO vs KMI
+121.9%
-13.4%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.9% | -0.6% |
| 7D | -0.5% | -0.4% | -0.1% | -0.4% |
| 30D | -10.1% | +3.7% | -13.8% | -11.2% |
| 3M | -11.7% | +3.2% | -14.9% | -13.0% |
| 6M | +40.1% | -3.0% | +43.1% | +41.0% |
| YTD | +43.8% | +19.7% | +24.1% | +34.6% |
| 1Y | +66.6% | +25.6% | +41.0% | +52.8% |
| 3Y | +108.5% | +120.2% | -11.7% | +57.9% |
| All | +108.5% | +121.9% | -13.4% | +57.9% |
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