+110.7%
KMI vs CART
+39.2%
+71.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.6% | +1.5% | +2.0% |
| 7D | -6.5% | +1.5% | -8.1% | -6.6% |
| 30D | -5.1% | +22.4% | -27.5% | -6.5% |
| 3M | 0.0% | +16.5% | -16.6% | -1.3% |
| 6M | -0.9% | +44.9% | -45.8% | -4.0% |
| YTD | +15.4% | +30.0% | -14.6% | +12.7% |
| 1Y | +19.5% | +59.1% | -39.6% | +14.1% |
| 3Y | +116.3% | +138.8% | -22.5% | +98.8% |
| All | +110.7% | +39.2% | +71.6% | +95.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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