+129.5%
KMI vs CRH
+253.3%
-123.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.7% |
| 7D | -1.7% | -6.1% | +4.3% | +0.6% |
| 30D | -2.7% | -9.3% | +6.5% | +0.7% |
| 3M | -0.7% | -15.2% | +14.5% | +5.0% |
| 6M | -5.0% | -14.2% | +9.2% | -1.2% |
| YTD | +15.5% | -28.3% | +43.7% | +28.4% |
| 1Y | +16.4% | -21.8% | +38.2% | +23.9% |
| 3Y | +114.2% | +71.6% | +42.5% | +50.2% |
| 5Y | +153.3% | +96.6% | +56.6% | +59.4% |
| All | +129.5% | +253.3% | -123.8% | -7.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling