+117.2%
KMI vs CPB
+12.5%
+104.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.1% | -3.4% | -0.8% |
| 7D | +6.5% | -1.6% | +8.1% | +6.8% |
| 30D | -3.4% | +19.2% | -22.6% | -6.3% |
| 3M | +0.4% | -1.0% | +1.3% | +0.2% |
| 6M | -0.9% | +15.2% | -16.1% | -3.9% |
| YTD | +20.5% | -13.1% | +33.6% | +22.3% |
| 1Y | +23.2% | -22.4% | +45.6% | +27.6% |
| 3Y | +121.6% | -35.3% | +156.9% | +134.2% |
| 5Y | +149.1% | -33.0% | +182.1% | +158.9% |
| 10Y | +158.3% | -39.2% | +197.4% | +169.0% |
| All | +117.2% | +12.5% | +104.8% | +67.4% |
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