+142.0%
KMI vs CP
+255.2%
-113.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.3% | +2.1% |
| 7D | -5.1% | +2.8% | -7.9% | -6.4% |
| 30D | -3.1% | +11.0% | -14.2% | -7.9% |
| 3M | +0.2% | +3.8% | -3.6% | -1.9% |
| 6M | +1.1% | +9.5% | -8.4% | -3.9% |
| YTD | +17.7% | +28.2% | -10.5% | +2.8% |
| 1Y | +19.6% | +33.0% | -13.3% | +2.4% |
| 3Y | +117.6% | +35.5% | +82.1% | +76.7% |
| 5Y | +143.1% | +25.8% | +117.3% | +100.5% |
| 10Y | +142.0% | +250.7% | -108.7% | +8.6% |
| All | +142.0% | +255.2% | -113.2% | +8.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling