+111.8%
KMI vs COR
+1,214.1%
-1,102.2%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.2% | 0.0% |
| 7D | -0.5% | +2.8% | -3.3% | -1.5% |
| 30D | +0.9% | +4.5% | -3.6% | -0.8% |
| 3M | 0.0% | +22.7% | -22.7% | -7.1% |
| 6M | -5.7% | -9.7% | +4.0% | -3.3% |
| YTD | +17.5% | -1.4% | +18.9% | +16.2% |
| 1Y | +22.3% | +13.9% | +8.4% | +14.3% |
| 3Y | +111.9% | +94.0% | +18.0% | +60.7% |
| 5Y | +151.8% | +184.0% | -32.2% | +63.8% |
| 10Y | +138.7% | +406.8% | -268.1% | +21.2% |
| All | +111.8% | +1,214.1% | -1,102.2% | -31.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling