+22.3%
KMI vs CRL
+78.8%
-56.6%
-10.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.0% | -0.8% |
| 7D | -0.5% | -1.0% | +0.5% | -0.6% |
| 30D | +0.9% | +10.7% | -9.8% | +1.7% |
| 3M | 0.0% | +55.3% | -55.3% | +3.4% |
| 6M | -5.7% | +60.7% | -66.4% | -1.8% |
| YTD | +17.5% | +44.6% | -27.1% | +20.7% |
| 1Y | +22.3% | +77.7% | -55.5% | +26.2% |
| All | +22.3% | +78.8% | -56.6% | +26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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