+111.9%
KMI vs CAH
+763.7%
-651.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.7% |
| 7D | -1.8% | -2.2% | +0.5% | -1.0% |
| 30D | +0.1% | +1.2% | -1.1% | -0.4% |
| 3M | +1.2% | +13.1% | -11.9% | -3.2% |
| 6M | -3.9% | +8.5% | -12.4% | -7.0% |
| YTD | +17.5% | +17.6% | -0.1% | +10.1% |
| 1Y | +22.6% | +60.7% | -38.0% | +2.2% |
| 3Y | +116.3% | +183.2% | -66.9% | +45.0% |
| 5Y | +157.6% | +402.2% | -244.6% | +37.2% |
| 10Y | +136.6% | +302.3% | -165.8% | +27.1% |
| All | +111.9% | +763.7% | -651.8% | -17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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