+149.8%
KMI vs CTAS
+118.4%
+31.4%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | +6.0% | +0.5% | +5.5% | +5.9% |
| 30D | -3.4% | +10.2% | -13.6% | -6.2% |
| 3M | +1.8% | +12.1% | -10.3% | -1.7% |
| 6M | +0.4% | +38.3% | -37.8% | -9.6% |
| YTD | +20.8% | +21.9% | -1.1% | +12.9% |
| 1Y | +23.0% | +24.0% | -1.1% | +14.1% |
| 3Y | +123.3% | +75.1% | +48.2% | +80.5% |
| 5Y | +149.8% | +116.9% | +32.9% | +82.7% |
| All | +149.8% | +118.4% | +31.4% | +82.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling