+111.8%
KMI vs CHRW
+184.8%
-73.0%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -0.9% |
| 7D | -0.5% | -1.4% | +0.9% | -0.2% |
| 30D | +0.9% | -3.5% | +4.4% | +1.7% |
| 3M | 0.0% | -19.4% | +19.4% | +4.4% |
| 6M | -5.7% | -21.4% | +15.7% | -1.5% |
| YTD | +17.5% | -7.1% | +24.6% | +16.4% |
| 1Y | +22.3% | +17.8% | +4.5% | +12.6% |
| 3Y | +111.9% | +78.8% | +33.2% | +67.9% |
| 5Y | +151.8% | +83.5% | +68.3% | +93.6% |
| 10Y | +138.7% | +160.2% | -21.6% | +57.5% |
| All | +111.8% | +184.8% | -73.0% | +28.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling