+122.2%
KMI vs CART
+133.8%
-11.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.4% |
| 7D | +6.0% | +1.2% | +4.8% | +5.9% |
| 30D | -3.4% | +17.8% | -21.2% | -4.6% |
| 3M | +1.8% | +20.7% | -18.9% | +0.2% |
| 6M | +0.4% | +49.7% | -49.3% | -3.2% |
| YTD | +20.8% | +30.0% | -9.2% | +17.9% |
| 1Y | +23.0% | +48.4% | -25.4% | +18.1% |
| All | +122.2% | +133.8% | -11.6% | +103.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling