+111.8%
KMI vs COO
+366.7%
-254.9%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.2% |
| 7D | -0.5% | -2.2% | +1.7% | +0.1% |
| 30D | +0.9% | -7.0% | +7.9% | +3.0% |
| 3M | 0.0% | +12.2% | -12.2% | -3.9% |
| 6M | -5.7% | -15.1% | +9.4% | -1.6% |
| YTD | +17.5% | -15.1% | +32.6% | +22.4% |
| 1Y | +22.3% | +2.3% | +19.9% | +19.6% |
| 3Y | +111.9% | -23.7% | +135.6% | +120.6% |
| 5Y | +151.8% | -38.9% | +190.8% | +177.3% |
| 10Y | +138.7% | +49.9% | +88.7% | +92.1% |
| All | +111.8% | +366.7% | -254.9% | +27.2% |
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