+150.6%
KMI vs CNI
+12.6%
+137.9%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.6% |
| 7D | -1.7% | -0.4% | -1.3% | -1.6% |
| 30D | -2.7% | -2.7% | 0.0% | -1.9% |
| 3M | -0.7% | +3.9% | -4.6% | -2.1% |
| 6M | -5.0% | +16.4% | -21.3% | -10.2% |
| YTD | +15.5% | +25.8% | -10.3% | +5.8% |
| 1Y | +16.4% | +32.4% | -16.0% | +4.5% |
| 3Y | +114.2% | +19.1% | +95.1% | +95.7% |
| All | +150.6% | +12.6% | +137.9% | +128.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 5y: compounded portfolio wealth divided by compounded CNI 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…
5y analysis · Full analysis span regression · 6 months rolling