+120.2%
KMI vs CPB
-40.5%
+160.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.8% | +0.1% | +1.8% |
| 7D | -0.4% | -8.2% | +7.9% | -0.1% |
| 30D | +3.7% | -5.6% | +9.3% | +3.9% |
| 3M | +3.2% | +3.0% | +0.2% | +3.0% |
| 6M | -3.0% | -12.7% | +9.7% | -2.5% |
| YTD | +19.7% | -18.0% | +37.6% | +20.6% |
| 1Y | +25.6% | -31.7% | +57.4% | +28.2% |
| 3Y | +120.2% | -41.0% | +161.2% | +123.9% |
| All | +120.2% | -40.5% | +160.7% | +123.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling