+146.4%
KMI vs CNP
+74.5%
+71.9%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.6% |
| 7D | +6.5% | +1.3% | +5.2% | +5.9% |
| 30D | -3.4% | +3.8% | -7.2% | -5.2% |
| 3M | +0.4% | +2.4% | -2.0% | -0.8% |
| 6M | -0.9% | -1.2% | +0.2% | -0.5% |
| YTD | +20.5% | +9.3% | +11.2% | +14.8% |
| 1Y | +23.2% | +6.4% | +16.7% | +18.9% |
| 3Y | +121.6% | +66.4% | +55.3% | +69.1% |
| All | +146.4% | +74.5% | +71.9% | +82.5% |
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