+108.2%
KMI vs CRH
+519.9%
-411.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.7% |
| 7D | -1.7% | -6.1% | +4.3% | +0.4% |
| 30D | -2.7% | -9.3% | +6.5% | +0.5% |
| 3M | -0.7% | -15.2% | +14.5% | +4.6% |
| 6M | -5.0% | -14.2% | +9.2% | -1.4% |
| YTD | +15.5% | -28.3% | +43.7% | +27.3% |
| 1Y | +16.4% | -21.8% | +38.2% | +23.5% |
| 3Y | +114.2% | +71.6% | +42.5% | +59.8% |
| 5Y | +153.3% | +96.6% | +56.6% | +72.8% |
| 10Y | +132.4% | +253.8% | -121.4% | +18.8% |
| All | +108.2% | +519.9% | -411.8% | -12.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling