+412.6%
CSX vs KMI
+151.5%
+261.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.0% | +0.7% | +1.9% |
| 7D | -2.2% | -6.5% | +4.3% | +0.6% |
| 30D | +6.8% | -5.1% | +11.9% | +8.9% |
| 3M | +0.7% | 0.0% | +0.7% | +0.1% |
| 6M | +13.3% | -0.9% | +14.2% | +12.7% |
| YTD | +40.5% | +15.4% | +25.1% | +29.9% |
| 1Y | +44.7% | +19.5% | +25.2% | +31.4% |
| 3Y | +74.5% | +116.3% | -41.8% | +16.2% |
| 5Y | +52.0% | +136.6% | -84.6% | -4.0% |
| 10Y | +412.6% | +139.6% | +273.1% | +191.3% |
| All | +412.6% | +151.5% | +261.2% | +191.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling