+129.5%
KMI vs CNP
+137.0%
-7.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -1.7% | -1.4% | -0.3% | -1.0% |
| 30D | -2.7% | -2.9% | +0.2% | -1.2% |
| 3M | -0.7% | -7.5% | +6.9% | +3.4% |
| 6M | -5.0% | -7.9% | +2.9% | -1.0% |
| YTD | +15.5% | +3.7% | +11.7% | +12.7% |
| 1Y | +16.4% | +4.6% | +11.8% | +13.1% |
| 3Y | +114.2% | +49.1% | +65.0% | +70.0% |
| 5Y | +153.3% | +69.2% | +84.0% | +85.5% |
| All | +129.5% | +137.0% | -7.5% | +28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 10y: compounded portfolio wealth divided by compounded CNP 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…
10y analysis · Full analysis span regression · 6 months rolling