+68.3%
KMI vs CNH
+64.7%
+3.6%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.0% | -4.7% | -1.9% |
| 7D | -0.5% | +23.3% | -23.8% | -7.0% |
| 30D | +0.9% | +33.5% | -32.6% | -8.3% |
| 3M | 0.0% | +32.7% | -32.7% | -9.7% |
| 6M | -5.7% | +22.2% | -27.9% | -13.4% |
| YTD | +17.5% | +57.7% | -40.2% | -1.4% |
| 1Y | +22.3% | +28.0% | -5.7% | +9.4% |
| 3Y | +111.9% | +11.5% | +100.4% | +91.2% |
| 5Y | +151.8% | +11.9% | +140.0% | +117.9% |
| 10Y | +138.7% | +162.8% | -24.1% | +37.6% |
| All | +68.3% | +64.7% | +3.6% | 0.0% |
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