+139.6%
KMI vs CSGP
+72.5%
+67.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.3% | -0.2% | +1.6% |
| 7D | -6.5% | -1.8% | -4.7% | -6.3% |
| 30D | -5.1% | +5.3% | -10.4% | -6.6% |
| 3M | 0.0% | +3.3% | -3.3% | -1.7% |
| 6M | -0.9% | -4.7% | +3.8% | -1.4% |
| YTD | +15.4% | -53.5% | +68.9% | +32.6% |
| 1Y | +19.5% | -53.7% | +73.2% | +37.2% |
| 3Y | +116.3% | -59.7% | +176.0% | +151.1% |
| 5Y | +136.6% | -62.5% | +199.0% | +175.1% |
| 10Y | +139.6% | +67.3% | +72.3% | +105.6% |
| All | +139.6% | +72.5% | +67.0% | +105.6% |
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