+120.2%
KMI vs CNP
+54.5%
+65.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.7% | +1.3% |
| 7D | -0.4% | +1.6% | -2.0% | -1.1% |
| 30D | +3.7% | -0.8% | +4.5% | +4.0% |
| 3M | +3.2% | -3.6% | +6.7% | +4.7% |
| 6M | -3.0% | -6.9% | +4.0% | 0.0% |
| YTD | +19.7% | +6.4% | +13.2% | +16.1% |
| 1Y | +25.6% | +9.9% | +15.7% | +20.1% |
| 3Y | +120.2% | +53.1% | +67.1% | +81.6% |
| All | +120.2% | +54.5% | +65.7% | +81.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling