+329.8%
CVS vs KMI
+111.3%
+218.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.5% | -1.2% |
| 7D | -1.6% | -0.4% | -1.2% | -1.5% |
| 30D | +0.4% | +3.7% | -3.3% | -0.5% |
| 3M | -0.4% | +3.2% | -3.6% | -1.3% |
| 6M | +25.1% | -3.0% | +28.1% | +25.8% |
| YTD | +23.9% | +19.7% | +4.2% | +18.0% |
| 1Y | +41.1% | +25.6% | +15.4% | +32.5% |
| 3Y | +63.6% | +120.2% | -56.6% | +31.2% |
| 5Y | +31.5% | +160.5% | -129.0% | +0.3% |
| 10Y | +40.5% | +134.8% | -94.3% | +6.0% |
| All | +329.8% | +111.3% | +218.5% | +214.8% |
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