+136.6%
KMI vs CMS
+116.0%
+20.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.4% |
| 7D | -1.8% | +0.2% | -1.9% | -1.8% |
| 30D | +0.1% | -1.3% | +1.4% | +0.6% |
| 3M | +1.2% | -5.4% | +6.5% | +3.3% |
| 6M | -3.9% | -10.3% | +6.4% | +0.1% |
| YTD | +17.5% | -0.2% | +17.7% | +17.4% |
| 1Y | +22.6% | -0.9% | +23.5% | +22.7% |
| 3Y | +116.3% | +34.0% | +82.3% | +90.9% |
| 5Y | +157.6% | +23.6% | +134.1% | +132.4% |
| 10Y | +136.6% | +122.2% | +14.3% | +88.9% |
| All | +136.6% | +116.0% | +20.6% | +88.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 10y: compounded portfolio wealth divided by compounded CMS 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…
10y analysis · Full analysis span regression · 6 months rolling