+154.3%
KMI vs CI
+146.2%
+8.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | +6.5% | +1.2% | +5.4% | +6.2% |
| 30D | -3.4% | +2.6% | -6.0% | -4.3% |
| 3M | +0.4% | +7.4% | -7.0% | -2.1% |
| 6M | -0.9% | -0.1% | -0.8% | -1.6% |
| YTD | +20.5% | +9.7% | +10.8% | +15.7% |
| 1Y | +23.2% | +12.1% | +11.1% | +17.4% |
| 3Y | +121.6% | +7.0% | +114.6% | +104.4% |
| 5Y | +149.1% | +49.7% | +99.4% | +94.1% |
| All | +154.3% | +146.2% | +8.1% | +62.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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