+26.6%
KMI vs CMI
+10.9%
+15.7%
-11.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -5.8% | +1.7% | -4.1% |
| 7D | -5.2% | -11.2% | +6.0% | -5.4% |
| 30D | +1.2% | -9.8% | +11.1% | +1.2% |
| 3M | +1.3% | -25.5% | +26.9% | +0.4% |
| 6M | -1.1% | -27.7% | +26.5% | -2.0% |
| YTD | +19.0% | -6.6% | +25.6% | +19.0% |
| 1Y | +26.6% | +11.7% | +14.9% | +24.5% |
| All | +26.6% | +10.9% | +15.7% | +24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 1y: compounded portfolio wealth divided by compounded CMI 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…
1y analysis · Full analysis span regression · 6 months rolling