+154.0%
KMI vs CLX
-37.2%
+191.2%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.5% | -1.4% |
| 7D | -2.1% | -5.9% | +3.8% | -1.4% |
| 30D | -1.7% | -17.0% | +15.4% | +0.2% |
| 3M | -1.9% | -9.6% | +7.7% | -1.0% |
| 6M | -4.3% | -21.5% | +17.2% | -1.9% |
| YTD | +15.8% | -8.8% | +24.6% | +16.4% |
| 1Y | +17.6% | -24.7% | +42.3% | +21.0% |
| 3Y | +113.1% | -35.6% | +148.8% | +122.9% |
| 5Y | +154.0% | -37.6% | +191.6% | +157.1% |
| All | +154.0% | -37.2% | +191.2% | +157.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling