+118.0%
KMI vs CHD
+1.8%
+116.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.4% | -1.6% |
| 7D | -1.8% | -4.2% | +2.4% | -1.4% |
| 30D | +0.1% | -7.6% | +7.6% | +0.8% |
| 3M | +1.2% | -1.6% | +2.8% | +1.3% |
| 6M | -3.9% | -6.3% | +2.4% | -3.3% |
| YTD | +17.5% | +14.6% | +2.9% | +15.9% |
| 1Y | +22.6% | +1.6% | +21.1% | +22.3% |
| All | +118.0% | +1.8% | +116.2% | +114.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling