+111.9%
KMI vs CBOE
+1,243.8%
-1,131.9%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.7% |
| 7D | -1.8% | -0.8% | -1.0% | -1.6% |
| 30D | +0.1% | +2.7% | -2.6% | -0.8% |
| 3M | +1.2% | +0.7% | +0.4% | +0.3% |
| 6M | -3.9% | -2.0% | -1.9% | -4.8% |
| YTD | +17.5% | +17.1% | +0.4% | +10.7% |
| 1Y | +22.6% | +26.5% | -3.9% | +12.9% |
| 3Y | +116.3% | +96.1% | +20.2% | +72.1% |
| 5Y | +157.6% | +149.3% | +8.3% | +87.6% |
| 10Y | +136.6% | +386.5% | -249.9% | +42.3% |
| All | +111.9% | +1,243.8% | -1,131.9% | -8.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling