+26.6%
KMI vs CCI
+7.6%
+19.0%
-11.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +6.5% | -10.6% | -4.8% |
| 7D | -5.2% | +5.0% | -10.3% | -5.7% |
| 30D | +1.2% | +36.4% | -35.1% | -2.6% |
| 3M | +1.3% | +20.4% | -19.1% | -0.9% |
| 6M | -1.1% | +4.9% | -6.1% | -1.5% |
| YTD | +19.0% | +7.8% | +11.2% | +18.5% |
| 1Y | +26.6% | +7.3% | +19.3% | +26.1% |
| All | +26.6% | +7.6% | +19.0% | +26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 CCI 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