+111.8%
KMI vs CTAS
+3,247.7%
-3,135.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | -0.5% | -1.8% | +1.3% | +0.3% |
| 30D | +0.9% | -0.2% | +1.1% | +0.9% |
| 3M | 0.0% | +11.7% | -11.7% | -5.8% |
| 6M | -5.7% | +0.7% | -6.4% | -7.1% |
| YTD | +17.5% | +7.4% | +10.1% | +12.0% |
| 1Y | +22.3% | -2.1% | +24.4% | +21.7% |
| 3Y | +111.9% | +62.9% | +49.0% | +60.2% |
| 5Y | +151.8% | +111.9% | +40.0% | +63.0% |
| 10Y | +138.7% | +652.2% | -513.5% | -19.0% |
| All | +111.8% | +3,247.7% | -3,135.8% | -62.1% |
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