+160.5%
KMI vs CMS
+26.5%
+134.0%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.4% | +1.7% |
| 7D | -0.4% | +1.2% | -1.6% | -0.9% |
| 30D | +3.7% | -3.2% | +6.8% | +5.0% |
| 3M | +3.2% | -2.2% | +5.4% | +4.0% |
| 6M | -3.0% | -9.4% | +6.4% | +0.7% |
| YTD | +19.7% | +0.7% | +19.0% | +19.2% |
| 1Y | +25.6% | +0.4% | +25.3% | +25.1% |
| 3Y | +120.2% | +35.2% | +85.0% | +93.5% |
| 5Y | +160.5% | +24.1% | +136.3% | +130.9% |
| All | +160.5% | +26.5% | +134.0% | +130.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling