+130.2%
KMI vs CHRW
+182.4%
-52.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.8% | -1.7% |
| 7D | -2.1% | +4.4% | -6.4% | -2.9% |
| 30D | -1.7% | +5.5% | -7.2% | -2.8% |
| 3M | -1.9% | -17.3% | +15.4% | +1.4% |
| 6M | -4.3% | -12.7% | +8.3% | -2.9% |
| YTD | +15.8% | -4.1% | +19.9% | +14.0% |
| 1Y | +17.6% | +21.2% | -3.7% | +8.3% |
| 3Y | +113.1% | +88.9% | +24.2% | +69.1% |
| 5Y | +154.0% | +93.1% | +60.9% | +95.9% |
| All | +130.2% | +182.4% | -52.3% | +55.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 CHRW 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