+25.6%
KMI vs RACE
-15.2%
+40.8%
-10.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +1.8% |
| 7D | -0.4% | -1.0% | +0.7% | -0.4% |
| 30D | +3.7% | -1.5% | +5.2% | +3.6% |
| 3M | +3.2% | +15.5% | -12.3% | +3.4% |
| 6M | -3.0% | +17.3% | -20.3% | -2.7% |
| YTD | +19.7% | +11.1% | +8.5% | +20.5% |
| 1Y | +25.6% | -14.3% | +39.9% | +30.4% |
| All | +25.6% | -15.2% | +40.8% | +30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 1y: compounded portfolio wealth divided by compounded RACE 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…
1y analysis · Full analysis span regression · 6 months rolling