+115.0%
KMI vs CHRW
+158.1%
-43.1%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.7% | -2.4% | +0.4% |
| 7D | +0.2% | -0.1% | +0.3% | +0.2% |
| 30D | -3.7% | -4.3% | +0.6% | -3.0% |
| 3M | +1.2% | -7.4% | +8.7% | +2.4% |
| 6M | -0.3% | -20.7% | +20.4% | +3.5% |
| YTD | +19.2% | -15.9% | +35.1% | +20.2% |
| 1Y | +21.7% | -9.9% | +31.6% | +20.2% |
| 3Y | +120.4% | +79.0% | +41.4% | +72.1% |
| 5Y | +144.9% | +61.3% | +83.6% | +93.5% |
| 10Y | +155.6% | +128.5% | +27.1% | +73.3% |
| All | +115.0% | +158.1% | -43.1% | +32.7% |
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 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