+118.0%
KMI vs COO
-27.8%
+145.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -6.2% | +4.4% | -1.0% |
| 7D | -1.8% | -9.0% | +7.2% | -0.7% |
| 30D | +0.1% | -16.8% | +16.9% | +2.3% |
| 3M | +1.2% | -7.5% | +8.7% | +1.9% |
| 6M | -3.9% | -16.3% | +12.4% | -2.0% |
| YTD | +17.5% | -22.5% | +40.1% | +21.1% |
| 1Y | +22.6% | -7.0% | +29.6% | +22.9% |
| All | +118.0% | -27.8% | +145.8% | +117.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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