+130.2%
KMI vs CPB
-45.5%
+175.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.3% | +2.8% | -0.9% |
| 7D | -2.1% | -5.4% | +3.3% | -1.4% |
| 30D | -1.7% | -7.8% | +6.2% | -0.8% |
| 3M | -1.9% | -6.9% | +5.0% | -1.3% |
| 6M | -4.3% | -12.2% | +7.8% | -3.2% |
| YTD | +15.8% | -21.1% | +36.9% | +18.7% |
| 1Y | +17.6% | -33.5% | +51.1% | +23.2% |
| 3Y | +113.1% | -43.2% | +156.3% | +126.3% |
| 5Y | +154.0% | -40.9% | +194.9% | +166.7% |
| All | +130.2% | -45.5% | +175.6% | +148.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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