+154.0%
KMI vs CCJ
+326.6%
-172.6%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.0% | +1.5% | -1.1% |
| 7D | -2.1% | -3.2% | +1.1% | -1.6% |
| 30D | -1.7% | -1.3% | -0.4% | -1.7% |
| 3M | -1.9% | +2.5% | -4.4% | -2.7% |
| 6M | -4.3% | -18.9% | +14.5% | -2.4% |
| YTD | +15.8% | +6.5% | +9.3% | +12.3% |
| 1Y | +17.6% | +22.8% | -5.2% | +9.8% |
| 3Y | +113.1% | +164.5% | -51.4% | +65.3% |
| 5Y | +154.0% | +303.7% | -149.7% | +76.4% |
| All | +154.0% | +326.6% | -172.6% | +76.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ 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 CCJ 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