+114.8%
KMI vs CLX
-35.7%
+150.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.5% | -1.4% |
| 7D | -2.1% | -5.9% | +3.8% | -1.6% |
| 30D | -1.7% | -17.0% | +15.4% | -0.1% |
| 3M | -1.9% | -9.6% | +7.7% | -1.2% |
| 6M | -4.3% | -21.5% | +17.2% | -1.9% |
| YTD | +15.8% | -8.8% | +24.6% | +16.3% |
| 1Y | +17.6% | -24.7% | +42.3% | +21.0% |
| All | +114.8% | -35.7% | +150.5% | +111.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 3y: compounded portfolio wealth divided by compounded CLX 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…
3y analysis · Full analysis span regression · 6 months rolling