+111.8%
KMI vs CNP
+331.9%
-220.1%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.1% | -0.2% |
| 7D | -0.5% | +1.1% | -1.6% | -1.1% |
| 30D | +0.9% | -1.8% | +2.7% | +1.9% |
| 3M | 0.0% | -4.6% | +4.6% | +2.5% |
| 6M | -5.7% | -8.8% | +3.1% | -1.1% |
| YTD | +17.5% | +5.2% | +12.3% | +13.7% |
| 1Y | +22.3% | +8.3% | +14.0% | +16.4% |
| 3Y | +111.9% | +54.9% | +57.1% | +63.7% |
| 5Y | +151.8% | +73.5% | +78.3% | +80.4% |
| 10Y | +138.7% | +139.1% | -0.5% | +31.4% |
| All | +111.8% | +331.9% | -220.1% | -12.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling