+117.2%
KMI vs CRL
+812.4%
-695.2%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.1% |
| 3M | +0.4% | +20.2% | -19.8% | -4.3% |
| 6M | -0.9% | +107.5% | -108.5% | -17.4% |
| YTD | +20.5% | +69.4% | -48.9% | +3.8% |
| 1Y | +23.2% | +99.7% | -76.6% | +1.6% |
| 3Y | +121.6% | +98.8% | +22.8% | +71.3% |
| 5Y | +149.1% | -12.4% | +161.5% | +139.6% |
| 10Y | +158.3% | +352.9% | -194.6% | +34.7% |
| All | +117.2% | +812.4% | -695.2% | -10.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling