+105.5%
KMI vs CSGP
+453.7%
-348.3%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.6% | -2.6% | -3.9% |
| 7D | -10.3% | +13.9% | -24.2% | -13.0% |
| 30D | -5.3% | +16.0% | -21.3% | -9.1% |
| 3M | -2.1% | +6.1% | -8.2% | -4.6% |
| 6M | -4.8% | -8.2% | +3.4% | -4.6% |
| YTD | +14.0% | -52.3% | +66.3% | +31.7% |
| 1Y | +20.9% | -54.5% | +75.4% | +41.1% |
| 3Y | +105.3% | -58.6% | +163.8% | +139.8% |
| 5Y | +131.8% | -61.5% | +193.3% | +168.8% |
| 10Y | +153.9% | +74.7% | +79.2% | +85.7% |
| All | +105.5% | +453.7% | -348.3% | +9.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling