+122.2%
KMI vs CG
+44.9%
+77.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.3% | +5.6% | +1.9% |
| 7D | +6.0% | -1.5% | +7.5% | +6.2% |
| 30D | -3.4% | +5.7% | -9.1% | -4.3% |
| 3M | +1.8% | -17.9% | +19.7% | +4.4% |
| 6M | +0.4% | -20.2% | +20.6% | +3.4% |
| YTD | +20.8% | -32.0% | +52.8% | +27.1% |
| 1Y | +23.0% | -27.0% | +50.0% | +27.2% |
| All | +122.2% | +44.9% | +77.4% | +94.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling