+117.9%
KMI vs CTAS
+3,699.4%
-3,581.5%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | +6.0% | +0.5% | +5.5% | +5.8% |
| 30D | -3.4% | +10.2% | -13.6% | -7.8% |
| 3M | +1.8% | +12.1% | -10.3% | -3.8% |
| 6M | +0.4% | +38.3% | -37.8% | -14.6% |
| YTD | +20.8% | +21.9% | -1.1% | +8.3% |
| 1Y | +23.0% | +24.0% | -1.1% | +9.2% |
| 3Y | +123.3% | +75.1% | +48.2% | +63.4% |
| 5Y | +149.8% | +116.9% | +32.9% | +60.7% |
| 10Y | +159.0% | +821.3% | -662.3% | -20.1% |
| All | +117.9% | +3,699.4% | -3,581.5% | -63.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling