+136.6%
KMI vs CFG
+308.1%
-171.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.4% |
| 7D | -1.8% | -0.6% | -1.2% | -1.5% |
| 30D | +0.1% | -4.5% | +4.6% | +1.9% |
| 3M | +1.2% | +6.3% | -5.2% | -1.6% |
| 6M | -3.9% | +20.6% | -24.5% | -11.6% |
| YTD | +17.5% | +21.2% | -3.7% | +7.3% |
| 1Y | +22.6% | +38.2% | -15.5% | +5.7% |
| 3Y | +116.3% | +185.9% | -69.6% | +31.6% |
| 5Y | +157.6% | +97.0% | +60.6% | +75.4% |
| 10Y | +136.6% | +306.8% | -170.2% | -3.7% |
| All | +136.6% | +308.1% | -171.6% | -3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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