+155.6%
KMI vs CSGP
+65.4%
+90.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.3% |
| 7D | +0.2% | -7.1% | +7.3% | +1.6% |
| 30D | -3.7% | +3.6% | -7.3% | -5.0% |
| 3M | +1.2% | -2.7% | +4.0% | +0.7% |
| 6M | -0.3% | -8.0% | +7.8% | -0.1% |
| YTD | +19.2% | -55.0% | +74.2% | +37.8% |
| 1Y | +21.7% | -55.8% | +77.4% | +41.0% |
| 3Y | +120.4% | -62.0% | +182.4% | +159.2% |
| 5Y | +144.9% | -62.9% | +207.8% | +184.7% |
| 10Y | +155.6% | +62.6% | +93.0% | +115.0% |
| All | +155.6% | +65.4% | +90.2% | +115.0% |
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