+129.5%
KMI vs CGNX
+193.6%
-64.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.1% | -4.4% | -1.0% |
| 7D | -1.7% | +3.2% | -4.9% | -2.3% |
| 30D | -2.7% | +6.0% | -8.7% | -3.9% |
| 3M | -0.7% | +3.5% | -4.2% | -2.1% |
| 6M | -5.0% | +26.3% | -31.3% | -10.5% |
| YTD | +15.5% | +79.2% | -63.8% | -0.4% |
| 1Y | +16.4% | +43.8% | -27.4% | +4.4% |
| 3Y | +114.2% | +52.0% | +62.2% | +82.3% |
| 5Y | +153.3% | -24.0% | +177.3% | +148.6% |
| All | +129.5% | +193.6% | -64.1% | +44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 CGNX 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