+111.8%
KMI vs CF
+542.6%
-430.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.6% | +0.3% |
| 7D | -0.5% | +6.0% | -6.5% | -2.3% |
| 30D | +0.9% | +14.8% | -13.9% | -3.5% |
| 3M | 0.0% | +14.1% | -14.1% | -4.4% |
| 6M | -5.7% | +28.5% | -34.2% | -14.7% |
| YTD | +17.5% | +74.9% | -57.5% | -3.8% |
| 1Y | +22.3% | +61.7% | -39.4% | +2.3% |
| 3Y | +111.9% | +80.3% | +31.6% | +66.2% |
| 5Y | +151.8% | +226.0% | -74.1% | +52.5% |
| 10Y | +138.7% | +569.9% | -431.2% | +8.9% |
| All | +111.8% | +542.6% | -430.8% | -4.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling