+19.6%
KMI vs CP
+32.8%
-13.2%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.3% | +2.0% |
| 7D | -5.1% | +2.8% | -7.9% | -5.1% |
| 30D | -3.1% | +11.0% | -14.2% | -3.4% |
| 3M | +0.2% | +3.8% | -3.6% | +0.1% |
| 6M | +1.1% | +9.5% | -8.4% | +1.0% |
| YTD | +17.7% | +28.2% | -10.5% | +16.9% |
| 1Y | +19.6% | +33.0% | -13.3% | +18.1% |
| All | +19.6% | +32.8% | -13.2% | +18.1% |
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