+154.3%
KMI vs COR
+486.2%
-331.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.0% | -3.2% | -1.2% |
| 7D | +6.5% | +7.8% | -1.3% | +4.0% |
| 30D | -3.4% | +7.0% | -10.4% | -5.7% |
| 3M | +0.4% | +16.3% | -15.9% | -4.7% |
| 6M | -0.9% | +41.3% | -42.2% | -12.1% |
| YTD | +20.5% | +7.1% | +13.4% | +15.8% |
| 1Y | +23.2% | -0.8% | +24.0% | +21.5% |
| 3Y | +121.6% | +85.0% | +36.6% | +72.1% |
| 5Y | +149.1% | +203.9% | -54.8% | +59.0% |
| All | +154.3% | +486.2% | -331.9% | +29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 10y: compounded portfolio wealth divided by compounded COR 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…
10y analysis · Full analysis span regression · 6 months rolling