+131.6%
KMI vs CF
+120.6%
+11.0%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -0.9% |
| 7D | -10.8% | -3.2% | -7.6% | -10.3% |
| 30D | -5.0% | +4.3% | -9.3% | -5.8% |
| 3M | -3.4% | +2.8% | -6.2% | -4.3% |
| 6M | -3.4% | +0.6% | -4.0% | -4.1% |
| YTD | +13.1% | +56.6% | -43.5% | +1.0% |
| 1Y | +19.0% | +49.6% | -30.6% | +7.3% |
| 3Y | +106.1% | +61.5% | +44.6% | +78.8% |
| All | +131.6% | +120.6% | +11.0% | +84.7% |
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