+119.3%
KMI vs CFG
+192.0%
-72.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +1.1% |
| 7D | +0.2% | -0.8% | +1.0% | +0.4% |
| 30D | -3.7% | +3.1% | -6.8% | -4.3% |
| 3M | +1.2% | -9.7% | +11.0% | +3.5% |
| 6M | -0.3% | +6.7% | -7.0% | -2.1% |
| YTD | +19.2% | +15.2% | +4.1% | +14.2% |
| 1Y | +21.7% | +28.8% | -7.1% | +12.9% |
| All | +119.3% | +192.0% | -72.7% | +67.0% |
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