+23.0%
KMI vs CART
+47.6%
-24.6%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.3% |
| 7D | +6.0% | +1.2% | +4.8% | +6.1% |
| 30D | -3.4% | +17.8% | -21.2% | -2.9% |
| 3M | +1.8% | +20.7% | -18.9% | +2.3% |
| 6M | +0.4% | +49.7% | -49.3% | +1.4% |
| YTD | +20.8% | +30.0% | -9.2% | +23.2% |
| 1Y | +23.0% | +48.4% | -25.4% | +21.4% |
| All | +23.0% | +47.6% | -24.6% | +21.4% |
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