+129.5%
KMI vs CNQ
+426.2%
-296.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.1% |
| 7D | -1.7% | +0.1% | -1.8% | -1.8% |
| 30D | -2.7% | +6.2% | -8.9% | -5.3% |
| 3M | -0.7% | +12.4% | -13.0% | -5.8% |
| 6M | -5.0% | +9.0% | -14.0% | -9.3% |
| YTD | +15.5% | +52.2% | -36.7% | -4.6% |
| 1Y | +16.4% | +65.0% | -48.6% | -7.4% |
| 3Y | +114.2% | +78.8% | +35.3% | +59.2% |
| 5Y | +153.3% | +286.0% | -132.7% | +30.5% |
| All | +129.5% | +426.2% | -296.7% | -13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CNQ.
Daily Out/Under-Performance
Portfolio return minus CNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNQ 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 CNQ 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