+150.6%
KMI vs CRS
+1,363.4%
-1,212.8%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | -0.1% |
| 7D | -1.7% | -6.8% | +5.0% | -0.7% |
| 30D | -2.7% | -16.1% | +13.4% | -0.2% |
| 3M | -0.7% | -21.2% | +20.5% | +2.5% |
| 6M | -5.0% | +8.7% | -13.7% | -7.5% |
| YTD | +15.5% | +41.0% | -25.5% | +6.9% |
| 1Y | +16.4% | +82.7% | -66.2% | +1.7% |
| 3Y | +114.2% | +604.8% | -490.6% | +36.0% |
| All | +150.6% | +1,363.4% | -1,212.8% | +28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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