+114.2%
KMI vs CGNX
+49.8%
+64.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.1% | -4.4% | -0.6% |
| 7D | -1.7% | +3.2% | -4.9% | -1.9% |
| 30D | -2.7% | +6.0% | -8.7% | -3.2% |
| 3M | -0.7% | +3.5% | -4.2% | -1.2% |
| 6M | -5.0% | +26.3% | -31.3% | -7.3% |
| YTD | +15.5% | +79.2% | -63.8% | +8.1% |
| 1Y | +16.4% | +43.8% | -27.4% | +11.2% |
| 3Y | +114.2% | +52.0% | +62.2% | +88.1% |
| All | +114.2% | +49.8% | +64.4% | +88.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling