+111.8%
KMI vs CVE
+32.4%
+79.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.2% |
| 7D | -0.5% | +2.5% | -3.0% | -1.3% |
| 30D | +0.9% | +16.7% | -15.8% | -4.2% |
| 3M | 0.0% | +9.3% | -9.3% | -3.5% |
| 6M | -5.7% | +43.6% | -49.3% | -17.2% |
| YTD | +17.5% | +93.6% | -76.1% | -7.0% |
| 1Y | +22.3% | +98.8% | -76.5% | -4.5% |
| 3Y | +111.9% | +73.6% | +38.3% | +67.5% |
| 5Y | +151.8% | +312.5% | -160.6% | +41.1% |
| 10Y | +138.7% | +161.0% | -22.4% | +22.6% |
| All | +111.8% | +32.4% | +79.4% | +26.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling