+131.6%
KMI vs CSGP
-63.4%
+195.0%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.7% | +3.9% | -0.3% |
| 7D | -10.8% | +1.3% | -12.0% | -10.9% |
| 30D | -5.0% | +10.7% | -15.7% | -6.3% |
| 3M | -3.4% | +3.3% | -6.6% | -4.2% |
| 6M | -3.4% | -10.3% | +6.9% | -2.9% |
| YTD | +13.1% | -54.6% | +67.7% | +22.5% |
| 1Y | +19.0% | -54.6% | +73.7% | +28.9% |
| 3Y | +106.1% | -60.3% | +166.5% | +125.1% |
| All | +131.6% | -63.4% | +195.0% | +168.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling