+108.1%
KMI vs CAPR
-96.4%
+204.5%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +9.4% | -7.4% | +1.9% |
| 7D | -6.5% | +36.0% | -42.6% | -7.0% |
| 30D | -5.1% | +25.8% | -30.9% | -5.5% |
| 3M | 0.0% | +140.8% | -140.9% | -1.6% |
| 6M | -0.9% | -67.6% | +66.7% | -0.5% |
| YTD | +15.4% | -65.9% | +81.3% | +15.7% |
| 1Y | +19.5% | +66.1% | -46.6% | +13.4% |
| 3Y | +116.3% | +256.9% | -140.6% | +97.9% |
| 5Y | +136.6% | +172.1% | -35.5% | +115.3% |
| 10Y | +139.6% | -64.7% | +204.3% | +107.5% |
| All | +108.1% | -96.4% | +204.5% | +82.9% |
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