+130.2%
KMI vs CTAS
+675.6%
-545.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.1% |
| 7D | -2.1% | -1.3% | -0.8% | -1.5% |
| 30D | -1.7% | -3.1% | +1.4% | -0.3% |
| 3M | -1.9% | +10.3% | -12.2% | -7.0% |
| 6M | -4.3% | +1.6% | -6.0% | -6.1% |
| YTD | +15.8% | +6.3% | +9.5% | +10.9% |
| 1Y | +17.6% | -0.5% | +18.1% | +16.1% |
| 3Y | +113.1% | +64.6% | +48.5% | +58.3% |
| 5Y | +154.0% | +106.0% | +48.0% | +63.2% |
| All | +130.2% | +675.6% | -545.5% | -22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 10y: compounded portfolio wealth divided by compounded CTAS 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…
10y analysis · Full analysis span regression · 6 months rolling