+157.6%
KMI vs CG
+5.5%
+152.1%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.0% | +2.2% | -1.0% |
| 7D | -1.8% | -6.4% | +4.7% | -0.6% |
| 30D | +0.1% | -7.1% | +7.1% | +1.2% |
| 3M | +1.2% | -1.6% | +2.7% | +1.0% |
| 6M | -3.9% | -8.3% | +4.4% | -3.1% |
| YTD | +17.5% | -23.8% | +41.3% | +22.4% |
| 1Y | +22.6% | -28.7% | +51.4% | +29.1% |
| 3Y | +116.3% | +49.2% | +67.1% | +87.6% |
| 5Y | +157.6% | +5.5% | +152.1% | +123.2% |
| All | +157.6% | +5.5% | +152.1% | +123.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling