+144.9%
KMI vs CHRW
+60.9%
+84.0%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.7% | -2.4% | +0.8% |
| 7D | +0.2% | -0.1% | +0.3% | +0.2% |
| 30D | -3.7% | -4.3% | +0.6% | -3.3% |
| 3M | +1.2% | -7.4% | +8.7% | +1.9% |
| 6M | -0.3% | -20.7% | +20.4% | +2.0% |
| YTD | +19.2% | -15.9% | +35.1% | +19.4% |
| 1Y | +21.7% | -9.9% | +31.6% | +20.1% |
| 3Y | +120.4% | +79.0% | +41.4% | +81.8% |
| 5Y | +144.9% | +61.3% | +83.6% | +103.7% |
| All | +144.9% | +60.9% | +84.0% | +103.7% |
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