+157.6%
KMI vs CNP
+70.6%
+87.0%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.4% |
| 7D | -1.8% | +0.7% | -2.4% | -2.1% |
| 30D | +0.1% | -0.1% | +0.1% | +0.1% |
| 3M | +1.2% | -5.6% | +6.8% | +4.0% |
| 6M | -3.9% | -7.5% | +3.6% | -0.4% |
| YTD | +17.5% | +5.5% | +12.0% | +14.0% |
| 1Y | +22.6% | +8.3% | +14.3% | +17.4% |
| 3Y | +116.3% | +51.8% | +64.5% | +73.8% |
| 5Y | +157.6% | +69.9% | +87.7% | +96.4% |
| All | +157.6% | +70.6% | +87.0% | +96.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling