+111.8%
KMI vs CI
+634.8%
-523.0%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.2% |
| 7D | -0.5% | +1.3% | -1.8% | -0.9% |
| 30D | +0.9% | +4.4% | -3.5% | -0.5% |
| 3M | 0.0% | +0.7% | -0.7% | -0.6% |
| 6M | -5.7% | +0.3% | -6.0% | -6.4% |
| YTD | +17.5% | +3.8% | +13.7% | +15.1% |
| 1Y | +22.3% | -5.5% | +27.8% | +22.1% |
| 3Y | +111.9% | +8.1% | +103.8% | +95.0% |
| 5Y | +151.8% | +42.8% | +109.0% | +104.0% |
| 10Y | +138.7% | +143.9% | -5.2% | +54.9% |
| All | +111.8% | +634.8% | -523.0% | -7.9% |
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