+810.8%
CSCO vs KMI
+107.5%
+703.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.2% | +0.7% |
| 7D | -0.7% | -0.5% | -0.2% | -0.5% |
| 30D | -10.1% | +0.9% | -11.0% | -10.5% |
| 3M | -15.7% | 0.0% | -15.7% | -16.0% |
| 6M | +36.3% | -5.7% | +42.0% | +38.2% |
| YTD | +43.8% | +17.5% | +26.3% | +36.4% |
| 1Y | +63.9% | +22.3% | +41.7% | +53.4% |
| 3Y | +104.4% | +111.9% | -7.6% | +61.4% |
| 5Y | +111.4% | +151.8% | -40.5% | +57.7% |
| 10Y | +361.7% | +138.7% | +223.0% | +234.7% |
| All | +810.8% | +107.5% | +703.3% | +510.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling