+117.2%
KMI vs CCI
+238.7%
-121.5%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.7% |
| 7D | +6.5% | +2.5% | +4.0% | +5.7% |
| 30D | -3.4% | +14.4% | -17.9% | -8.0% |
| 3M | +0.4% | +21.7% | -21.3% | -6.8% |
| 6M | -0.9% | +4.0% | -5.0% | -3.4% |
| YTD | +20.5% | +6.2% | +14.3% | +15.7% |
| 1Y | +23.2% | +5.4% | +17.8% | +18.6% |
| 3Y | +121.6% | +11.7% | +109.9% | +102.6% |
| 5Y | +149.1% | -35.6% | +184.7% | +177.9% |
| 10Y | +158.3% | +68.7% | +89.5% | +85.4% |
| All | +117.2% | +238.7% | -121.5% | +12.3% |
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