+118.0%
KMI vs CFG
+182.2%
-64.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.6% |
| 7D | -1.8% | -0.6% | -1.2% | -1.6% |
| 30D | +0.1% | -4.5% | +4.6% | +1.1% |
| 3M | +1.2% | +6.3% | -5.2% | -0.5% |
| 6M | -3.9% | +20.6% | -24.5% | -8.5% |
| YTD | +17.5% | +21.2% | -3.7% | +11.3% |
| 1Y | +22.6% | +38.2% | -15.5% | +11.7% |
| All | +118.0% | +182.2% | -64.2% | +63.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling