+160.5%
KMI vs COO
-39.5%
+200.0%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.7% | +4.6% | +2.4% |
| 7D | -0.4% | -2.3% | +1.9% | 0.0% |
| 30D | +3.7% | -8.8% | +12.5% | +5.4% |
| 3M | +3.2% | +1.3% | +1.8% | +2.6% |
| 6M | -3.0% | -11.6% | +8.6% | -1.0% |
| YTD | +19.7% | -17.4% | +37.1% | +23.7% |
| 1Y | +25.6% | -1.6% | +27.2% | +24.8% |
| 3Y | +120.2% | -22.6% | +142.9% | +124.8% |
| 5Y | +160.5% | -40.3% | +200.8% | +171.9% |
| All | +160.5% | -39.5% | +200.0% | +171.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling