+136.6%
KMI vs RBA
+189.2%
-52.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.6% |
| 7D | -1.8% | -1.9% | +0.1% | -1.3% |
| 30D | +0.1% | -13.0% | +13.0% | +3.6% |
| 3M | +1.2% | -23.1% | +24.3% | +7.6% |
| 6M | -3.9% | -22.6% | +18.7% | +1.7% |
| YTD | +17.5% | -20.4% | +37.9% | +22.5% |
| 1Y | +22.6% | -29.6% | +52.2% | +32.3% |
| 3Y | +116.3% | +26.6% | +89.7% | +92.5% |
| 5Y | +157.6% | +38.2% | +119.4% | +115.5% |
| 10Y | +136.6% | +194.7% | -58.2% | +26.1% |
| All | +136.6% | +189.2% | -52.6% | +26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 10y: compounded portfolio wealth divided by compounded RBA 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…
10y analysis · Full analysis span regression · 6 months rolling