+111.8%
KMI vs CCJ
+184.6%
-72.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.8% | -0.7% |
| 7D | -0.5% | +0.7% | -1.2% | -0.7% |
| 30D | +0.9% | +6.9% | -6.0% | -0.9% |
| 3M | 0.0% | -11.6% | +11.6% | +1.8% |
| 6M | -5.7% | -16.2% | +10.5% | -3.8% |
| YTD | +17.5% | +10.1% | +7.4% | +11.5% |
| 1Y | +22.3% | +32.3% | -10.0% | +8.9% |
| 3Y | +111.9% | +171.3% | -59.4% | +49.4% |
| 5Y | +151.8% | +372.4% | -220.5% | +43.7% |
| 10Y | +138.7% | +1,070.0% | -931.4% | -8.2% |
| All | +111.8% | +184.6% | -72.8% | -3.9% |
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