+136.6%
KMI vs CI
+143.6%
-7.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.6% | -2.0% |
| 7D | -1.8% | -1.1% | -0.6% | -1.4% |
| 30D | +0.1% | +0.5% | -0.4% | -0.1% |
| 3M | +1.2% | -5.2% | +6.3% | +2.5% |
| 6M | -3.9% | +4.3% | -8.2% | -5.8% |
| YTD | +17.5% | +2.8% | +14.7% | +15.5% |
| 1Y | +22.6% | -5.8% | +28.5% | +22.6% |
| 3Y | +116.3% | +4.7% | +111.5% | +100.2% |
| 5Y | +157.6% | +42.7% | +114.9% | +103.5% |
| 10Y | +136.6% | +141.0% | -4.4% | +49.2% |
| All | +136.6% | +143.6% | -7.0% | +49.2% |
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