+117.2%
KMI vs CCJ
+99.8%
+17.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | 0.0% |
| 7D | +6.5% | -0.8% | +7.3% | +6.6% |
| 30D | -3.4% | -13.2% | +9.7% | -0.6% |
| 3M | +0.4% | -27.6% | +28.0% | +7.1% |
| 6M | -0.9% | -38.7% | +37.8% | +8.8% |
| YTD | +20.5% | -22.7% | +43.2% | +23.1% |
| 1Y | +23.2% | -17.6% | +40.8% | +23.6% |
| 3Y | +121.6% | +62.7% | +58.9% | +76.1% |
| 5Y | +149.1% | +159.7% | -10.6% | +65.8% |
| 10Y | +158.3% | +769.3% | -611.1% | +5.4% |
| All | +117.2% | +99.8% | +17.4% | +6.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling