+115.0%
KMI vs CI
+688.4%
-573.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.8% | +1.4% |
| 7D | +0.2% | -1.3% | +1.5% | +0.6% |
| 30D | -3.7% | +6.4% | -10.0% | -5.6% |
| 3M | +1.2% | +10.7% | -9.4% | -2.1% |
| 6M | -0.3% | +5.5% | -5.7% | -2.5% |
| YTD | +19.2% | +11.4% | +7.9% | +14.0% |
| 1Y | +21.7% | +15.0% | +6.6% | +15.1% |
| 3Y | +120.4% | +9.0% | +111.4% | +102.8% |
| 5Y | +144.9% | +52.0% | +92.9% | +94.5% |
| 10Y | +155.6% | +150.9% | +4.7% | +64.1% |
| All | +115.0% | +688.4% | -573.4% | -8.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling