+146.4%
KMI vs CSGP
-62.5%
+208.9%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.9% | -3.1% | -0.5% |
| 7D | +6.5% | +1.3% | +5.2% | +6.4% |
| 30D | -3.4% | +2.8% | -6.3% | -4.0% |
| 3M | +0.4% | -6.3% | +6.7% | +0.6% |
| 6M | -0.9% | -3.2% | +2.2% | -1.2% |
| YTD | +20.5% | -54.0% | +74.4% | +30.3% |
| 1Y | +23.2% | -54.8% | +78.0% | +33.5% |
| 3Y | +121.6% | -60.6% | +182.2% | +142.3% |
| All | +146.4% | -62.5% | +208.9% | +187.0% |
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 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