+23.2%
KMI vs COR
-0.1%
+23.3%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.0% | -3.2% | -0.6% |
| 7D | +6.5% | +7.8% | -1.3% | +5.6% |
| 30D | -3.4% | +7.0% | -10.4% | -4.2% |
| 3M | +0.4% | +16.3% | -15.9% | -1.4% |
| 6M | -0.9% | +41.3% | -42.2% | -5.1% |
| YTD | +20.5% | +7.1% | +13.4% | +19.7% |
| 1Y | +23.2% | -0.8% | +24.0% | +21.6% |
| All | +23.2% | -0.1% | +23.3% | +21.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling