+121.6%
KMI vs CLX
-6.4%
+128.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.4% | -0.4% |
| 7D | +6.5% | +9.5% | -3.0% | +5.9% |
| 30D | -3.4% | +30.7% | -34.1% | -5.3% |
| 3M | +0.4% | +4.2% | -3.8% | +0.3% |
| 6M | -0.9% | +22.1% | -23.0% | -2.7% |
| YTD | +20.5% | +14.1% | +6.4% | +19.1% |
| 1Y | +23.2% | +10.3% | +12.9% | +22.3% |
| 3Y | +121.6% | -7.8% | +129.4% | +125.2% |
| All | +121.6% | -6.4% | +128.0% | +125.2% |
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