+160.5%
KMI vs CP
+34.0%
+126.5%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.4% | +2.0% |
| 7D | -0.4% | +2.4% | -2.8% | -1.1% |
| 30D | +3.7% | -0.5% | +4.2% | +3.7% |
| 3M | +3.2% | +1.4% | +1.7% | +2.5% |
| 6M | -3.0% | +10.3% | -13.3% | -6.2% |
| YTD | +19.7% | +24.3% | -4.6% | +11.2% |
| 1Y | +25.6% | +20.4% | +5.2% | +17.8% |
| 3Y | +120.2% | +21.8% | +98.4% | +100.0% |
| 5Y | +160.5% | +31.5% | +129.0% | +120.7% |
| All | +160.5% | +34.0% | +126.5% | +120.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling