+111.8%
KMI vs CPB
+4.3%
+107.5%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.4% | +2.8% | -0.1% |
| 7D | -0.5% | -8.6% | +8.1% | +0.9% |
| 30D | +0.9% | -7.2% | +8.1% | +2.0% |
| 3M | 0.0% | +0.9% | -0.9% | -0.6% |
| 6M | -5.7% | -11.8% | +6.1% | -4.2% |
| YTD | +17.5% | -19.4% | +36.9% | +21.0% |
| 1Y | +22.3% | -30.4% | +52.7% | +29.1% |
| 3Y | +111.9% | -40.2% | +152.1% | +127.3% |
| 5Y | +151.8% | -39.5% | +191.4% | +167.1% |
| 10Y | +138.7% | -47.4% | +186.0% | +158.1% |
| All | +111.8% | +4.3% | +107.5% | +65.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling