+150.6%
KMI vs CMI
+164.8%
-14.2%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.6% |
| 7D | -1.7% | -0.7% | -1.0% | -1.5% |
| 30D | -2.7% | -12.4% | +9.6% | +0.3% |
| 3M | -0.7% | -14.8% | +14.1% | +2.6% |
| 6M | -5.0% | +0.8% | -5.8% | -7.4% |
| YTD | +15.5% | +10.2% | +5.3% | +8.4% |
| 1Y | +16.4% | +37.4% | -21.0% | +0.5% |
| 3Y | +114.2% | +153.3% | -39.1% | +41.8% |
| All | +150.6% | +164.8% | -14.2% | +61.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling