+73.1%
KMI vs CNH
+36.9%
+36.2%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.2% | +5.5% | +2.6% |
| 7D | +6.0% | +6.4% | -0.4% | +3.8% |
| 30D | -3.4% | -1.6% | -1.8% | -3.3% |
| 3M | +1.8% | +11.6% | -9.8% | -3.1% |
| 6M | +0.4% | +12.5% | -12.1% | -5.7% |
| YTD | +20.8% | +31.1% | -10.2% | +6.4% |
| 1Y | +23.0% | +17.0% | +6.0% | +12.2% |
| 3Y | +123.3% | +28.7% | +94.6% | +87.7% |
| 5Y | +149.8% | -17.4% | +167.2% | +138.2% |
| 10Y | +159.0% | +105.0% | +54.0% | +60.1% |
| All | +73.1% | +36.9% | +36.2% | +7.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling