+155.0%
KMI vs CSGP
+61.2%
+93.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.4% |
| 7D | +6.0% | -6.1% | +12.1% | +7.2% |
| 30D | -3.4% | +0.3% | -3.7% | -4.1% |
| 3M | +1.8% | -1.3% | +3.1% | +0.9% |
| 6M | +0.4% | -8.9% | +9.4% | +0.8% |
| YTD | +20.8% | -55.2% | +76.1% | +39.8% |
| 1Y | +23.0% | -56.4% | +79.4% | +43.0% |
| 3Y | +123.3% | -62.2% | +185.5% | +162.9% |
| 5Y | +149.8% | -63.7% | +213.5% | +192.1% |
| All | +155.0% | +61.2% | +93.8% | +119.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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