+157.6%
KMI vs CPB
-38.1%
+195.7%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.3% | -1.8% |
| 7D | -1.8% | -8.0% | +6.2% | -1.0% |
| 30D | +0.1% | -2.4% | +2.5% | +0.2% |
| 3M | +1.2% | +0.5% | +0.6% | +0.9% |
| 6M | -3.9% | -10.5% | +6.5% | -3.0% |
| YTD | +17.5% | -17.5% | +35.0% | +19.5% |
| 1Y | +22.6% | -31.0% | +53.7% | +27.5% |
| 3Y | +116.3% | -40.6% | +156.9% | +126.8% |
| 5Y | +157.6% | -37.7% | +195.3% | +160.5% |
| All | +157.6% | -38.1% | +195.7% | +160.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling