+115.7%
KMI vs CRS
+1,329.6%
-1,213.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.5% | +5.4% | +2.8% |
| 7D | -0.4% | -3.1% | +2.7% | +0.4% |
| 30D | +3.7% | -19.6% | +23.3% | +9.8% |
| 3M | +3.2% | -8.1% | +11.2% | +4.5% |
| 6M | -3.0% | +18.6% | -21.5% | -9.6% |
| YTD | +19.7% | +45.9% | -26.2% | +4.4% |
| 1Y | +25.6% | +82.5% | -56.8% | +0.8% |
| 3Y | +120.2% | +648.9% | -528.7% | +8.0% |
| 5Y | +160.5% | +1,438.1% | -1,277.6% | -4.9% |
| 10Y | +134.8% | +1,327.0% | -1,192.2% | -24.7% |
| All | +115.7% | +1,329.6% | -1,213.8% | -34.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling