+695.5%
CSX vs KMI
+107.5%
+588.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.1% |
| 7D | -3.4% | -0.5% | -2.9% | -3.2% |
| 30D | -3.1% | +0.9% | -4.0% | -3.6% |
| 3M | +7.2% | 0.0% | +7.2% | +6.9% |
| 6M | +16.2% | -5.7% | +21.9% | +18.2% |
| YTD | +37.5% | +17.5% | +20.1% | +27.8% |
| 1Y | +53.2% | +22.3% | +30.9% | +39.7% |
| 3Y | +68.2% | +111.9% | -43.7% | +19.7% |
| 5Y | +65.2% | +151.8% | -86.6% | +8.5% |
| 10Y | +504.1% | +138.7% | +365.5% | +282.7% |
| All | +695.5% | +107.5% | +588.0% | +385.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling