+154.7%
KMI vs CVE
+317.2%
-162.6%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.3% |
| 7D | -0.5% | +2.5% | -3.0% | -1.2% |
| 30D | +0.9% | +16.7% | -15.8% | -3.5% |
| 3M | 0.0% | +9.3% | -9.3% | -3.0% |
| 6M | -5.7% | +43.6% | -49.3% | -15.7% |
| YTD | +17.5% | +93.6% | -76.1% | -4.2% |
| 1Y | +22.3% | +98.8% | -76.5% | -1.5% |
| 3Y | +111.9% | +73.6% | +38.3% | +73.2% |
| All | +154.7% | +317.2% | -162.6% | +46.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling