+103.9%
KMI vs CVE
+12.8%
+91.1%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.6% |
| 7D | -10.8% | -16.1% | +5.4% | -5.5% |
| 30D | -5.0% | -10.4% | +5.4% | -1.7% |
| 3M | -3.4% | -2.4% | -1.0% | -3.0% |
| 6M | -3.4% | -4.4% | +1.0% | -2.9% |
| YTD | +13.1% | +64.9% | -51.9% | -5.9% |
| 1Y | +19.0% | +66.0% | -47.0% | -1.3% |
| 3Y | +106.1% | +57.7% | +48.5% | +67.7% |
| 5Y | +130.1% | +144.7% | -14.7% | +53.9% |
| 10Y | +151.9% | +139.2% | +12.7% | +32.8% |
| All | +103.9% | +12.8% | +91.1% | +27.7% |
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