+45.6%
CSX vs KMI
+19.5%
+26.1%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.0% | +0.7% | +2.7% |
| 7D | -2.2% | -6.5% | +4.3% | -2.1% |
| 30D | +6.8% | -5.1% | +11.9% | +6.8% |
| 3M | +0.7% | 0.0% | +0.7% | +0.3% |
| 6M | +13.3% | -0.9% | +14.2% | +13.1% |
| YTD | +40.5% | +15.4% | +25.1% | +40.0% |
| All | +45.6% | +19.5% | +26.1% | +44.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling