+119.0%
KMI vs RACE
+40.8%
+78.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | -0.5% |
| 7D | -0.5% | -2.5% | +2.0% | -0.4% |
| 30D | +0.9% | +0.8% | +0.1% | +0.8% |
| 3M | 0.0% | +17.2% | -17.2% | -1.2% |
| 6M | -5.7% | +13.6% | -19.3% | -6.5% |
| YTD | +17.5% | +12.2% | +5.3% | +16.5% |
| 1Y | +22.3% | -16.3% | +38.5% | +25.2% |
| All | +119.0% | +40.8% | +78.1% | +103.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling