+155.6%
KMI vs CP
+251.7%
-96.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +0.2% | -0.7% | +0.9% | +0.5% |
| 30D | -3.7% | +9.6% | -13.3% | -7.9% |
| 3M | +1.2% | +2.2% | -1.0% | -0.2% |
| 6M | -0.3% | +11.1% | -11.4% | -5.8% |
| YTD | +19.2% | +28.2% | -8.9% | +4.1% |
| 1Y | +21.7% | +32.2% | -10.5% | +4.5% |
| 3Y | +120.4% | +35.5% | +84.9% | +79.1% |
| 5Y | +144.9% | +26.8% | +118.1% | +101.1% |
| 10Y | +155.6% | +256.9% | -101.3% | +17.2% |
| All | +155.6% | +251.7% | -96.1% | +17.2% |
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