+700.8%
CSCO vs KMI
+112.8%
+588.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.3% | -6.0% | -6.2% |
| 7D | +1.9% | +6.5% | -4.6% | 0.0% |
| 30D | -15.8% | -3.4% | -12.4% | -15.0% |
| 3M | -15.4% | +0.4% | -15.8% | -15.6% |
| 6M | -5.4% | -0.9% | -4.5% | -5.5% |
| YTD | +26.5% | +20.5% | +6.0% | +19.0% |
| 1Y | +25.9% | +23.2% | +2.7% | +17.6% |
| 3Y | +97.5% | +121.6% | -24.1% | +54.0% |
| 5Y | +93.0% | +149.1% | -56.1% | +44.6% |
| 10Y | +308.6% | +158.3% | +150.4% | +190.9% |
| All | +700.8% | +112.8% | +588.0% | +432.7% |
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