+117.6%
KMI vs CSGP
-61.1%
+178.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.9% | +4.9% | +2.2% |
| 7D | -5.1% | -3.2% | -2.0% | -4.9% |
| 30D | -3.1% | +2.2% | -5.4% | -3.6% |
| 3M | +0.2% | -3.7% | +3.9% | +0.1% |
| 6M | +1.1% | -7.4% | +8.6% | +1.4% |
| YTD | +17.7% | -54.9% | +72.6% | +27.2% |
| 1Y | +19.6% | -54.9% | +74.5% | +29.0% |
| 3Y | +117.6% | -61.9% | +179.5% | +136.1% |
| All | +117.6% | -61.1% | +178.7% | +136.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling