+26.6%
KMI vs CHD
+30.9%
-4.4%
-11.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.6% | -6.7% | -4.3% |
| 7D | -5.2% | +6.9% | -12.2% | -5.8% |
| 30D | +1.2% | +17.1% | -15.9% | -0.4% |
| 3M | +1.3% | +9.1% | -7.8% | +0.4% |
| 6M | -1.1% | +21.4% | -22.5% | -3.1% |
| YTD | +19.0% | +34.9% | -15.9% | +15.8% |
| 1Y | +26.6% | +31.0% | -4.5% | +23.9% |
| All | +26.6% | +30.9% | -4.4% | +23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 1y: compounded portfolio wealth divided by compounded CHD 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…
1y analysis · Full analysis span regression · 6 months rolling