+142.0%
KMI vs CMS
+134.3%
+7.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.7% | +1.9% |
| 7D | -5.1% | +0.5% | -5.6% | -5.3% |
| 30D | -3.1% | +7.4% | -10.6% | -5.9% |
| 3M | +0.2% | +1.9% | -1.6% | -0.5% |
| 6M | +1.1% | -2.3% | +3.5% | +1.9% |
| YTD | +17.7% | +3.0% | +14.8% | +16.0% |
| 1Y | +19.6% | -2.8% | +22.4% | +20.5% |
| 3Y | +117.6% | +37.9% | +79.7% | +89.5% |
| 5Y | +143.1% | +34.0% | +109.1% | +112.1% |
| 10Y | +142.0% | +138.1% | +3.9% | +93.6% |
| All | +142.0% | +134.3% | +7.7% | +93.6% |
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