+48.4%
KMI vs CFG
+396.4%
-348.0%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.6% | -0.6% |
| 7D | -0.5% | +1.5% | -2.0% | -1.1% |
| 30D | +0.9% | -3.8% | +4.7% | +2.4% |
| 3M | 0.0% | +11.5% | -11.5% | -4.6% |
| 6M | -5.7% | +19.2% | -24.9% | -12.8% |
| YTD | +17.5% | +23.7% | -6.2% | +6.5% |
| 1Y | +22.3% | +38.8% | -16.6% | +5.3% |
| 3Y | +111.9% | +178.9% | -67.0% | +31.1% |
| 5Y | +151.8% | +101.8% | +50.1% | +70.5% |
| 10Y | +138.7% | +317.3% | -178.6% | +2.9% |
| All | +48.4% | +396.4% | -348.0% | -40.5% |
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