+150.6%
KMI vs CNC
+10.7%
+139.8%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.4% |
| 7D | -1.7% | -0.9% | -0.8% | -1.7% |
| 30D | -2.7% | -1.0% | -1.8% | -2.7% |
| 3M | -0.7% | +4.5% | -5.2% | -1.0% |
| 6M | -5.0% | +85.2% | -90.2% | -8.7% |
| YTD | +15.5% | +61.4% | -45.9% | +11.6% |
| 1Y | +16.4% | +94.9% | -78.5% | +10.8% |
| 3Y | +114.2% | 0.0% | +114.2% | +112.3% |
| All | +150.6% | +10.7% | +139.8% | +149.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 CNC 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