+21.7%
KMI vs CNH
+31.1%
-9.4%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.9% | -0.6% | +1.3% |
| 7D | +0.2% | +6.7% | -6.4% | +0.2% |
| 30D | -3.7% | +7.2% | -10.9% | -3.7% |
| 3M | +1.2% | +17.5% | -16.3% | +1.6% |
| 6M | -0.3% | +15.0% | -15.2% | 0.0% |
| YTD | +19.2% | +36.8% | -17.5% | +21.4% |
| 1Y | +21.7% | +27.6% | -6.0% | +23.4% |
| All | +21.7% | +31.1% | -9.4% | +23.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling