+120.2%
KMI vs CNH
+7.5%
+112.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -5.6% | +7.4% | +2.3% |
| 7D | -0.4% | +8.8% | -9.2% | -1.1% |
| 30D | +3.7% | +24.7% | -21.0% | +1.7% |
| 3M | +3.2% | +27.3% | -24.2% | +0.8% |
| 6M | -3.0% | +23.2% | -26.1% | -5.2% |
| YTD | +19.7% | +48.9% | -29.3% | +13.9% |
| 1Y | +25.6% | +19.4% | +6.2% | +23.3% |
| 3Y | +120.2% | +7.8% | +112.5% | +121.4% |
| All | +120.2% | +7.5% | +112.7% | +121.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling