+139.6%
KMI vs CF
+546.3%
-406.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.1% |
| 7D | -6.5% | -0.9% | -5.7% | -6.4% |
| 30D | -5.1% | +6.9% | -12.0% | -7.3% |
| 3M | 0.0% | +4.8% | -4.9% | -2.3% |
| 6M | -0.9% | +4.7% | -5.6% | -3.5% |
| YTD | +15.4% | +56.5% | -41.1% | -4.2% |
| 1Y | +19.5% | +48.4% | -28.9% | +0.9% |
| 3Y | +116.3% | +59.1% | +57.1% | +72.2% |
| 5Y | +136.6% | +109.5% | +27.0% | +56.9% |
| 10Y | +139.6% | +487.0% | -347.4% | +2.2% |
| All | +139.6% | +546.3% | -406.7% | +2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 10y: compounded portfolio wealth divided by compounded CF 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…
10y analysis · Full analysis span regression · 6 months rolling