+111.8%
KMI vs CAPR
-96.6%
+208.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -0.7% |
| 7D | -0.5% | -2.0% | +1.5% | -0.5% |
| 30D | +0.9% | +139.2% | -138.3% | -0.6% |
| 3M | 0.0% | -66.4% | +66.3% | +0.5% |
| 6M | -5.7% | -63.1% | +57.4% | -5.4% |
| YTD | +17.5% | -67.4% | +84.9% | +18.0% |
| 1Y | +22.3% | +58.2% | -36.0% | +16.1% |
| 3Y | +111.9% | +42.2% | +69.7% | +97.0% |
| 5Y | +151.8% | +87.3% | +64.6% | +130.7% |
| 10Y | +138.7% | -75.3% | +213.9% | +107.6% |
| All | +111.8% | -96.6% | +208.4% | +86.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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