+129.5%
KMI vs CAKE
+155.4%
-25.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.6% |
| 7D | -1.7% | -4.5% | +2.8% | -0.9% |
| 30D | -2.7% | -12.4% | +9.7% | -0.4% |
| 3M | -0.7% | +37.3% | -38.0% | -7.0% |
| 6M | -5.0% | +70.7% | -75.7% | -15.1% |
| YTD | +15.5% | +106.0% | -90.5% | -1.1% |
| 1Y | +16.4% | +79.7% | -63.2% | +2.2% |
| 3Y | +114.2% | +267.8% | -153.6% | +58.2% |
| 5Y | +153.3% | +159.9% | -6.6% | +94.0% |
| All | +129.5% | +155.4% | -25.9% | +55.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAKE.
Daily Out/Under-Performance
Portfolio return minus CAKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAKE 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 10y: compounded portfolio wealth divided by compounded CAKE 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…
10y analysis · Full analysis span regression · 6 months rolling