+154.0%
KMI vs CHD
+19.7%
+134.3%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -1.3% |
| 7D | -2.1% | -4.7% | +2.7% | -1.5% |
| 30D | -1.7% | -8.3% | +6.6% | -0.6% |
| 3M | -1.9% | -4.0% | +2.1% | -1.4% |
| 6M | -4.3% | -6.5% | +2.2% | -3.6% |
| YTD | +15.8% | +13.1% | +2.7% | +13.8% |
| 1Y | +17.6% | +2.3% | +15.3% | +17.0% |
| 3Y | +113.1% | +1.8% | +111.3% | +111.2% |
| 5Y | +154.0% | +20.6% | +133.4% | +153.8% |
| All | +154.0% | +19.7% | +134.3% | +153.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling