+26.6%
KMI vs CTVA
+33.4%
-6.9%
-11.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.2% | -7.3% | -4.4% |
| 7D | -5.2% | +8.2% | -13.5% | -6.0% |
| 30D | +1.2% | -1.0% | +2.3% | +1.0% |
| 3M | +1.3% | +4.6% | -3.2% | +0.1% |
| 6M | -1.1% | +0.5% | -1.6% | -3.0% |
| YTD | +19.0% | +22.7% | -3.7% | +9.1% |
| 1Y | +26.6% | +32.0% | -5.4% | +12.0% |
| All | +26.6% | +33.4% | -6.9% | +12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 1y: compounded portfolio wealth divided by compounded CTVA 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…
1y analysis · Full analysis span regression · 6 months rolling