+76.0%
KMI vs CG
+351.2%
-275.1%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.1% |
| 7D | -0.5% | -4.3% | +3.8% | +0.9% |
| 30D | +0.9% | -5.1% | +6.0% | +2.4% |
| 3M | 0.0% | +8.7% | -8.7% | -3.6% |
| 6M | -5.7% | -9.2% | +3.5% | -4.0% |
| YTD | +17.5% | -18.9% | +36.3% | +23.1% |
| 1Y | +22.3% | -25.6% | +47.9% | +31.3% |
| 3Y | +111.9% | +57.3% | +54.7% | +63.0% |
| 5Y | +151.8% | +10.2% | +141.7% | +109.1% |
| 10Y | +138.7% | +364.2% | -225.6% | +1.8% |
| All | +76.0% | +351.2% | -275.1% | -27.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling