+52.6%
KMI vs CFG
+358.5%
-305.9%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.6% |
| 7D | +6.0% | +1.6% | +4.4% | +5.4% |
| 30D | -3.4% | +3.3% | -6.7% | -4.7% |
| 3M | +1.8% | -11.5% | +13.3% | +6.5% |
| 6M | +0.4% | +6.2% | -5.8% | -2.6% |
| YTD | +20.8% | +14.3% | +6.6% | +12.8% |
| 1Y | +23.0% | +26.7% | -3.8% | +9.8% |
| 3Y | +123.3% | +187.8% | -64.4% | +36.4% |
| 5Y | +149.8% | +61.3% | +88.5% | +86.6% |
| 10Y | +159.0% | +217.2% | -58.2% | +24.1% |
| All | +52.6% | +358.5% | -305.9% | -37.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling