+157.6%
KMI vs CHRW
+89.7%
+67.9%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -1.8% |
| 7D | -1.8% | +4.1% | -5.8% | -2.3% |
| 30D | +0.1% | +1.9% | -1.8% | -0.2% |
| 3M | +1.2% | -21.2% | +22.3% | +4.2% |
| 6M | -3.9% | -16.7% | +12.8% | -2.2% |
| YTD | +17.5% | -5.4% | +22.9% | +16.2% |
| 1Y | +22.6% | +21.2% | +1.5% | +14.9% |
| 3Y | +116.3% | +86.5% | +29.8% | +79.8% |
| 5Y | +157.6% | +93.0% | +64.6% | +103.8% |
| All | +157.6% | +89.7% | +67.9% | +103.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling