+111.8%
KMI vs CCI
+178.7%
-66.9%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.2% | 0.0% |
| 7D | -0.5% | -0.4% | -0.1% | -0.4% |
| 30D | +0.9% | +2.7% | -1.8% | -0.1% |
| 3M | 0.0% | -18.2% | +18.2% | +6.7% |
| 6M | -5.7% | -14.8% | +9.1% | -1.2% |
| YTD | +17.5% | -12.6% | +30.1% | +21.3% |
| 1Y | +22.3% | -16.7% | +39.0% | +28.2% |
| 3Y | +111.9% | -10.5% | +122.4% | +110.2% |
| 5Y | +151.8% | -51.4% | +203.3% | +213.0% |
| 10Y | +138.7% | +20.0% | +118.6% | +96.4% |
| All | +111.8% | +178.7% | -66.9% | +17.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling