+115.7%
KMI vs CAG
+51.4%
+64.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.4% | +3.3% | +2.2% |
| 7D | -0.4% | -5.3% | +4.9% | +0.8% |
| 30D | +3.7% | +1.0% | +2.7% | +3.3% |
| 3M | +3.2% | +17.4% | -14.2% | -0.9% |
| 6M | -3.0% | -16.8% | +13.8% | +0.5% |
| YTD | +19.7% | -6.8% | +26.4% | +20.5% |
| 1Y | +25.6% | -15.4% | +41.0% | +29.1% |
| 3Y | +120.2% | -37.1% | +157.3% | +139.0% |
| 5Y | +160.5% | -41.3% | +201.7% | +185.5% |
| 10Y | +134.8% | -35.5% | +170.3% | +140.8% |
| All | +115.7% | +51.4% | +64.4% | +80.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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