+155.6%
KMI vs RBA
+209.3%
-53.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.4% |
| 7D | +0.2% | +0.6% | -0.4% | +0.1% |
| 30D | -3.7% | +9.0% | -12.6% | -5.9% |
| 3M | +1.2% | +7.2% | -5.9% | -0.9% |
| 6M | -0.3% | -7.8% | +7.5% | +0.7% |
| YTD | +19.2% | -6.4% | +25.6% | +18.8% |
| 1Y | +21.7% | -4.2% | +25.9% | +20.3% |
| 3Y | +120.4% | +64.1% | +56.3% | +82.9% |
| 5Y | +144.9% | +48.4% | +96.5% | +103.6% |
| 10Y | +155.6% | +209.9% | -54.3% | +40.2% |
| All | +155.6% | +209.3% | -53.7% | +40.2% |
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