+55.4%
CVS vs KMI
+112.1%
-56.7%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.2% |
| 7D | -2.0% | -2.1% | +0.1% | -1.5% |
| 30D | +1.9% | -1.7% | +3.6% | +2.3% |
| 3M | -2.2% | -1.9% | -0.3% | -1.8% |
| 6M | +26.7% | -4.3% | +31.1% | +27.7% |
| YTD | +22.9% | +15.8% | +7.1% | +18.8% |
| 1Y | +32.9% | +17.6% | +15.3% | +28.0% |
| All | +55.4% | +112.1% | -56.7% | +13.2% |
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 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