+690.8%
CSX vs KMI
+99.7%
+591.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.8% | -2.6% | -3.1% |
| 7D | -5.5% | -10.8% | +5.2% | -1.3% |
| 30D | +4.9% | -5.0% | +9.9% | +6.8% |
| 3M | -2.9% | -3.4% | +0.5% | -2.0% |
| 6M | +8.3% | -3.4% | +11.7% | +9.0% |
| YTD | +36.7% | +13.1% | +23.6% | +28.5% |
| 1Y | +41.5% | +19.0% | +22.5% | +30.1% |
| 3Y | +68.6% | +106.1% | -37.5% | +20.9% |
| 5Y | +48.4% | +130.1% | -81.6% | +1.0% |
| 10Y | +446.6% | +151.9% | +294.7% | +240.2% |
| All | +690.8% | +99.7% | +591.1% | +388.0% |
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 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