+416.4%
CSX vs KMI
+143.2%
+273.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.3% | +1.1% |
| 7D | -0.3% | +0.2% | -0.5% | -0.4% |
| 30D | +8.7% | -3.7% | +12.3% | +10.2% |
| 3M | +4.2% | +1.2% | +3.0% | +3.1% |
| 6M | +16.7% | -0.3% | +16.9% | +15.9% |
| YTD | +44.5% | +19.2% | +25.2% | +31.7% |
| 1Y | +50.3% | +21.7% | +28.6% | +35.5% |
| 3Y | +76.3% | +120.4% | -44.1% | +16.4% |
| 5Y | +58.1% | +144.9% | -86.8% | -1.7% |
| 10Y | +416.4% | +155.6% | +260.8% | +186.7% |
| All | +416.4% | +143.2% | +273.2% | +186.7% |
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 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