+103.9%
KMI vs CSGP
+427.8%
-323.9%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.7% | +3.9% | +0.2% |
| 7D | -10.8% | +1.3% | -12.0% | -11.1% |
| 30D | -5.0% | +10.7% | -15.7% | -7.9% |
| 3M | -3.4% | +3.3% | -6.6% | -5.3% |
| 6M | -3.4% | -10.3% | +6.9% | -2.8% |
| YTD | +13.1% | -54.6% | +67.7% | +32.0% |
| 1Y | +19.0% | -54.6% | +73.7% | +38.8% |
| 3Y | +106.1% | -60.3% | +166.5% | +143.0% |
| 5Y | +130.1% | -63.3% | +193.4% | +169.4% |
| 10Y | +151.9% | +66.5% | +85.4% | +86.1% |
| All | +103.9% | +427.8% | -323.9% | +10.2% |
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