+108.2%
KMI vs CPAY
+1,213.4%
-1,105.3%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -1.7% | -2.0% | +0.2% | -1.0% |
| 30D | -2.7% | -0.4% | -2.4% | -2.8% |
| 3M | -0.7% | +16.4% | -17.0% | -6.5% |
| 6M | -5.0% | +23.5% | -28.5% | -13.4% |
| YTD | +15.5% | +35.7% | -20.2% | +0.3% |
| 1Y | +16.4% | +30.2% | -13.7% | +2.1% |
| 3Y | +114.2% | +49.7% | +64.4% | +71.6% |
| 5Y | +153.3% | +56.6% | +96.7% | +93.4% |
| 10Y | +132.4% | +153.8% | -21.4% | +41.8% |
| All | +108.2% | +1,213.4% | -1,105.3% | -23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 all: compounded portfolio wealth divided by compounded CPAY 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…
all analysis · Full analysis span regression · 6 months rolling