+112.3%
KMI vs COO
+326.4%
-214.1%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.6% | +2.6% | +2.2% |
| 7D | -5.1% | +4.5% | -9.6% | -6.4% |
| 30D | -3.1% | +16.9% | -20.1% | -7.7% |
| 3M | +0.2% | -16.7% | +17.0% | +5.0% |
| 6M | +1.1% | +5.9% | -4.8% | -2.0% |
| YTD | +17.7% | -22.4% | +40.2% | +25.1% |
| 1Y | +19.6% | -10.1% | +29.7% | +21.1% |
| 3Y | +117.6% | -22.8% | +140.4% | +123.1% |
| 5Y | +143.1% | -41.4% | +184.5% | +168.4% |
| 10Y | +142.0% | +41.3% | +100.8% | +96.9% |
| All | +112.3% | +326.4% | -214.1% | +29.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling