+154.3%
KMI vs CTAS
+814.6%
-660.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | +0.1% | -0.1% |
| 7D | +6.5% | +2.0% | +4.6% | +5.6% |
| 30D | -3.4% | +8.7% | -12.1% | -7.3% |
| 3M | +0.4% | +13.3% | -12.9% | -5.6% |
| 6M | -0.9% | +39.4% | -40.3% | -16.3% |
| YTD | +20.5% | +21.5% | -1.0% | +8.1% |
| 1Y | +23.2% | +21.9% | +1.3% | +10.2% |
| 3Y | +121.6% | +73.6% | +48.0% | +61.2% |
| 5Y | +149.1% | +116.2% | +32.9% | +57.8% |
| All | +154.3% | +814.6% | -660.2% | -9.9% |
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