+108.8%
KMI vs CAKE
+348.1%
-239.3%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.4% | +0.9% | -1.0% |
| 7D | -2.1% | -5.6% | +3.6% | -0.9% |
| 30D | -1.7% | -10.5% | +8.8% | +0.4% |
| 3M | -1.9% | +43.6% | -45.5% | -9.7% |
| 6M | -4.3% | +63.0% | -67.4% | -14.7% |
| YTD | +15.8% | +102.9% | -87.1% | -2.0% |
| 1Y | +17.6% | +75.6% | -58.0% | +2.3% |
| 3Y | +113.1% | +257.7% | -144.6% | +53.7% |
| 5Y | +154.0% | +156.0% | -2.0% | +89.9% |
| 10Y | +133.1% | +150.5% | -17.4% | +51.4% |
| All | +108.8% | +348.1% | -239.3% | +5.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling