+22.3%
KMI vs CP
+19.9%
+2.4%
-10.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -1.0% | -0.6% |
| 7D | -0.5% | -2.7% | +2.2% | -0.4% |
| 30D | +0.9% | +0.2% | +0.7% | +0.8% |
| 3M | 0.0% | +2.6% | -2.6% | -0.3% |
| 6M | -5.7% | +6.0% | -11.7% | -5.9% |
| YTD | +17.5% | +24.9% | -7.5% | +15.1% |
| 1Y | +22.3% | +20.1% | +2.2% | +21.8% |
| All | +22.3% | +19.9% | +2.4% | +21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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