+154.3%
KMI vs CVE
+149.3%
+5.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -0.9% | -0.5% |
| 7D | +6.5% | +5.9% | +0.6% | +4.7% |
| 30D | -3.4% | -10.9% | +7.4% | 0.0% |
| 3M | +0.4% | -4.5% | +4.9% | +1.5% |
| 6M | -0.9% | -1.0% | 0.0% | -1.5% |
| YTD | +20.5% | +74.7% | -54.2% | -0.5% |
| 1Y | +23.2% | +65.8% | -42.6% | +3.3% |
| 3Y | +121.6% | +73.2% | +48.4% | +77.2% |
| 5Y | +149.1% | +155.6% | -6.5% | +68.5% |
| All | +154.3% | +149.3% | +5.0% | +31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 CVE 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