+160.5%
KMI vs CFG
+100.9%
+59.6%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.1% | +3.0% | +2.1% |
| 7D | -0.4% | +2.7% | -3.1% | -1.1% |
| 30D | +3.7% | -3.7% | +7.4% | +4.7% |
| 3M | +3.2% | +9.5% | -6.3% | +0.5% |
| 6M | -3.0% | +22.2% | -25.2% | -8.5% |
| YTD | +19.7% | +22.3% | -2.7% | +12.4% |
| 1Y | +25.6% | +39.4% | -13.8% | +13.3% |
| 3Y | +120.2% | +188.5% | -68.3% | +57.5% |
| 5Y | +160.5% | +101.5% | +58.9% | +92.0% |
| All | +160.5% | +100.9% | +59.6% | +92.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling