+157.6%
KMI vs CRL
-37.6%
+195.2%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.7% |
| 7D | -1.8% | -4.6% | +2.8% | -1.3% |
| 30D | +0.1% | +0.5% | -0.4% | -0.1% |
| 3M | +1.2% | +46.6% | -45.5% | -2.8% |
| 6M | -3.9% | +57.3% | -61.2% | -8.7% |
| YTD | +17.5% | +39.5% | -22.0% | +12.8% |
| 1Y | +22.6% | +76.9% | -54.2% | +13.6% |
| 3Y | +116.3% | +39.4% | +76.9% | +101.2% |
| 5Y | +157.6% | -37.2% | +194.8% | +152.9% |
| All | +157.6% | -37.6% | +195.2% | +152.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling