+129.5%
KMI vs CG
+314.7%
-185.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | +0.2% |
| 7D | -1.7% | -9.9% | +8.1% | +1.5% |
| 30D | -2.7% | -11.7% | +8.9% | +0.8% |
| 3M | -0.7% | -4.3% | +3.6% | -0.1% |
| 6M | -5.0% | -8.8% | +3.8% | -3.6% |
| YTD | +15.5% | -26.9% | +42.3% | +24.6% |
| 1Y | +16.4% | -35.4% | +51.9% | +30.4% |
| 3Y | +114.2% | +43.0% | +71.1% | +70.7% |
| 5Y | +153.3% | +1.9% | +151.3% | +116.2% |
| All | +129.5% | +314.7% | -185.2% | +9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 10y: compounded portfolio wealth divided by compounded CG 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…
10y analysis · Full analysis span regression · 6 months rolling