+157.6%
KMI vs CCI
-51.2%
+208.8%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.7% | -1.6% |
| 7D | -1.8% | -0.3% | -1.5% | -1.7% |
| 30D | +0.1% | +2.1% | -2.1% | -0.4% |
| 3M | +1.2% | -17.8% | +19.0% | +5.3% |
| 6M | -3.9% | -14.2% | +10.3% | -1.1% |
| YTD | +17.5% | -13.3% | +30.9% | +20.4% |
| 1Y | +22.6% | -16.6% | +39.3% | +26.6% |
| 3Y | +116.3% | -10.8% | +127.1% | +114.8% |
| 5Y | +157.6% | -50.3% | +207.9% | +185.5% |
| All | +157.6% | -51.2% | +208.8% | +185.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling