+114.2%
KMI vs CMI
+150.2%
-36.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.5% |
| 7D | -1.7% | -0.7% | -1.0% | -1.6% |
| 30D | -2.7% | -12.4% | +9.6% | -1.0% |
| 3M | -0.7% | -14.8% | +14.1% | +1.2% |
| 6M | -5.0% | +0.8% | -5.8% | -6.9% |
| YTD | +15.5% | +10.2% | +5.3% | +10.0% |
| 1Y | +16.4% | +37.4% | -21.0% | +3.9% |
| 3Y | +114.2% | +153.3% | -39.1% | +56.0% |
| All | +114.2% | +150.2% | -36.0% | +56.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling