+79.5%
CSX vs KMI
+123.3%
-43.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.4% | +0.7% |
| 7D | +3.1% | +6.0% | -2.9% | +1.9% |
| 30D | +9.7% | -3.4% | +13.1% | +10.3% |
| 3M | +4.9% | +1.8% | +3.1% | +4.2% |
| 6M | +18.4% | +0.4% | +17.9% | +17.8% |
| YTD | +45.9% | +20.8% | +25.0% | +38.5% |
| 1Y | +50.0% | +23.0% | +27.0% | +41.6% |
| All | +79.5% | +123.3% | -43.8% | +32.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling