+120.7%
KMI vs CART
+39.2%
+81.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +0.3% |
| 6M | +0.4% | +49.7% | -49.3% | -3.0% |
| YTD | +20.8% | +30.0% | -9.2% | +18.0% |
| 1Y | +23.0% | +48.4% | -25.4% | +18.3% |
| 3Y | +123.3% | +132.0% | -8.7% | +105.6% |
| All | +120.7% | +39.2% | +81.4% | +105.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling