+132.6%
KMI vs CTVA
+208.7%
-76.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | 0.0% |
| 7D | -1.7% | -4.5% | +2.8% | 0.0% |
| 30D | -2.7% | +11.3% | -14.1% | -6.8% |
| 3M | -0.7% | +12.3% | -13.0% | -5.9% |
| 6M | -5.0% | +7.2% | -12.1% | -8.5% |
| YTD | +15.5% | +26.0% | -10.5% | +4.1% |
| 1Y | +16.4% | +16.0% | +0.4% | +7.9% |
| 3Y | +114.2% | +73.9% | +40.3% | +63.1% |
| 5Y | +153.3% | +103.8% | +49.5% | +76.0% |
| All | +132.6% | +208.7% | -76.1% | +23.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling