+115.0%
KMI vs CMS
+500.9%
-386.0%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.4% |
| 7D | +0.2% | -1.1% | +1.3% | +0.7% |
| 30D | -3.7% | +6.6% | -10.2% | -6.3% |
| 3M | +1.2% | +0.8% | +0.4% | +0.8% |
| 6M | -0.3% | -3.3% | +3.1% | +1.0% |
| YTD | +19.2% | +2.7% | +16.5% | +17.5% |
| 1Y | +21.7% | -4.0% | +25.7% | +23.3% |
| 3Y | +120.4% | +37.6% | +82.8% | +90.2% |
| 5Y | +144.9% | +35.4% | +109.4% | +110.4% |
| 10Y | +155.6% | +136.0% | +19.6% | +67.9% |
| All | +115.0% | +500.9% | -386.0% | -24.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling