-3.9%
KMI vs COR
-7.2%
+3.2%
-10.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.2% | -0.4% |
| 7D | -0.5% | +2.8% | -3.3% | -0.9% |
| 30D | +0.9% | +4.5% | -3.6% | +0.1% |
| 3M | 0.0% | +22.7% | -22.7% | -3.3% |
| All | -3.9% | -7.2% | +3.2% | -2.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling