+150.6%
KMI vs CBOE
+136.7%
+13.9%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +2.0% | 0.0% |
| 7D | -1.7% | -5.8% | +4.1% | -1.0% |
| 30D | -2.7% | -3.1% | +0.4% | -2.4% |
| 3M | -0.7% | -4.8% | +4.1% | -0.4% |
| 6M | -5.0% | -0.6% | -4.4% | -5.6% |
| YTD | +15.5% | +12.8% | +2.7% | +12.6% |
| 1Y | +16.4% | +19.8% | -3.3% | +12.6% |
| 3Y | +114.2% | +86.9% | +27.2% | +92.0% |
| All | +150.6% | +136.7% | +13.9% | +111.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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