+129.5%
KMI vs CRL
+256.1%
-126.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.7% |
| 7D | -1.7% | -3.5% | +1.8% | -1.0% |
| 30D | -2.7% | -2.1% | -0.6% | -2.4% |
| 3M | -0.7% | +48.0% | -48.6% | -9.4% |
| 6M | -5.0% | +64.7% | -69.7% | -16.3% |
| YTD | +15.5% | +39.5% | -24.0% | +5.0% |
| 1Y | +16.4% | +74.2% | -57.8% | -0.6% |
| 3Y | +114.2% | +39.4% | +74.8% | +83.1% |
| 5Y | +153.3% | -36.9% | +190.2% | +176.9% |
| All | +129.5% | +256.1% | -126.5% | +16.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling