+136.6%
KMI vs CNH
+157.1%
-20.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.2% | -4.0% | -2.4% |
| 7D | -1.8% | +1.8% | -3.6% | -2.5% |
| 30D | +0.1% | +32.6% | -32.6% | -8.9% |
| 3M | +1.2% | +29.4% | -28.3% | -8.0% |
| 6M | -3.9% | +26.0% | -29.9% | -12.7% |
| YTD | +17.5% | +52.2% | -34.7% | -0.4% |
| 1Y | +22.6% | +23.9% | -1.2% | +10.8% |
| 3Y | +116.3% | +10.1% | +106.2% | +95.6% |
| 5Y | +157.6% | +13.2% | +144.4% | +119.8% |
| 10Y | +136.6% | +160.7% | -24.1% | +28.2% |
| All | +136.6% | +157.1% | -20.5% | +28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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