+482.4%
CSX vs KMI
+133.3%
+349.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.8% | -2.7% | -1.6% |
| 7D | +0.6% | -0.4% | +1.0% | +0.8% |
| 30D | -2.3% | +3.7% | -5.9% | -4.0% |
| 3M | +4.3% | +3.2% | +1.1% | +2.6% |
| 6M | +23.4% | -3.0% | +26.4% | +24.2% |
| YTD | +36.4% | +19.7% | +16.7% | +24.6% |
| 1Y | +53.0% | +25.6% | +27.4% | +36.4% |
| 3Y | +70.6% | +120.2% | -49.6% | +13.4% |
| 5Y | +65.5% | +160.5% | -95.0% | +0.2% |
| 10Y | +482.4% | +134.8% | +347.5% | +239.1% |
| All | +482.4% | +133.3% | +349.1% | +239.1% |
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