+154.3%
KMI vs CRL
+350.3%
-195.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.6% | -0.1% |
| 7D | +6.5% | +0.1% | +6.4% | +6.5% |
| 30D | -3.4% | +11.9% | -15.3% | -5.9% |
| 3M | +0.4% | +20.2% | -19.8% | -3.9% |
| 6M | -0.9% | +107.5% | -108.5% | -16.4% |
| YTD | +20.5% | +69.4% | -48.9% | +4.9% |
| 1Y | +23.2% | +99.7% | -76.6% | +2.8% |
| 3Y | +121.6% | +98.8% | +22.8% | +73.0% |
| 5Y | +149.1% | -12.4% | +161.5% | +148.4% |
| All | +154.3% | +350.3% | -195.9% | +30.6% |
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