-5.0%
KMI vs CRBG
+44.8%
-49.8%
-10.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.2% |
| 7D | -1.7% | +0.6% | -2.3% | -1.7% |
| 30D | -2.7% | +2.6% | -5.4% | -2.7% |
| 3M | -0.7% | +24.0% | -24.7% | +0.3% |
| 6M | -5.0% | +50.5% | -55.5% | -3.2% |
| All | -5.0% | +44.8% | -49.8% | -3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG 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 6mo: compounded portfolio wealth divided by compounded CRBG 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…
6mo analysis · Full analysis span regression · 6 months rolling