+22.3%
KMI vs CRH
-14.7%
+37.0%
-10.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.4% | -3.0% | -0.4% |
| 7D | -0.5% | -1.7% | +1.2% | -0.6% |
| 30D | +0.9% | -5.4% | +6.3% | +0.5% |
| 3M | 0.0% | -11.2% | +11.2% | -0.6% |
| 6M | -5.7% | -15.8% | +10.1% | -6.3% |
| YTD | +17.5% | -23.6% | +41.1% | +15.8% |
| 1Y | +22.3% | -14.6% | +36.9% | +21.8% |
| All | +22.3% | -14.7% | +37.0% | +21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 1y: compounded portfolio wealth divided by compounded CRH 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…
1y analysis · Full analysis span regression · 6 months rolling