+206.6%
KMI vs CLBK
+64.7%
+141.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -1.4% |
| 7D | -1.8% | -1.5% | -0.3% | -1.3% |
| 30D | +0.1% | +6.7% | -6.6% | -2.1% |
| 3M | +1.2% | +21.2% | -20.0% | -5.4% |
| 6M | -3.9% | +42.0% | -45.9% | -15.1% |
| YTD | +17.5% | +63.3% | -45.7% | -1.5% |
| 1Y | +22.6% | +65.4% | -42.7% | +1.7% |
| 3Y | +116.3% | +52.5% | +63.8% | +78.0% |
| 5Y | +157.6% | +42.0% | +115.6% | +99.0% |
| All | +206.6% | +64.7% | +141.9% | +118.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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