+157.6%
KMI vs CF
+247.6%
-90.0%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.8% | -4.6% | -2.3% |
| 7D | -1.8% | -0.8% | -0.9% | -1.6% |
| 30D | +0.1% | +14.3% | -14.2% | -2.6% |
| 3M | +1.2% | +27.9% | -26.7% | -3.8% |
| 6M | -3.9% | +25.5% | -29.4% | -9.3% |
| YTD | +17.5% | +81.2% | -63.7% | +2.2% |
| 1Y | +22.6% | +66.5% | -43.9% | +8.3% |
| 3Y | +116.3% | +76.7% | +39.6% | +84.9% |
| 5Y | +157.6% | +237.8% | -80.2% | +78.7% |
| All | +157.6% | +247.6% | -90.0% | +78.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling