+17.2%
KMI vs CART
+51.1%
-33.9%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.6% | +1.5% | +2.1% |
| 7D | -6.5% | +1.5% | -8.1% | -6.5% |
| 30D | -5.1% | +22.4% | -27.5% | -4.5% |
| 3M | 0.0% | +16.5% | -16.6% | +0.4% |
| 6M | -0.9% | +44.9% | -45.8% | +0.1% |
| YTD | +15.4% | +30.0% | -14.6% | +17.4% |
| All | +17.2% | +51.1% | -33.9% | +18.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling