+108.8%
KMI vs COPX
+112.2%
-3.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -7.0% | +5.5% | +1.0% |
| 7D | -2.1% | -2.9% | +0.8% | -1.1% |
| 30D | -1.7% | 0.0% | -1.7% | -2.1% |
| 3M | -1.9% | +14.8% | -16.7% | -8.1% |
| 6M | -4.3% | +7.0% | -11.4% | -10.0% |
| YTD | +15.8% | +23.8% | -8.0% | +1.4% |
| 1Y | +17.6% | +75.7% | -58.1% | -11.2% |
| 3Y | +113.1% | +156.4% | -43.3% | +31.5% |
| 5Y | +154.0% | +167.6% | -13.6% | +48.0% |
| 10Y | +133.1% | +569.1% | -436.0% | -16.9% |
| All | +108.8% | +112.2% | -3.4% | -4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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