+117.2%
KMI vs RBA
+403.9%
-286.7%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.5% |
| 7D | +6.5% | +1.7% | +4.8% | +6.1% |
| 30D | -3.4% | +8.3% | -11.8% | -5.6% |
| 3M | +0.4% | +10.5% | -10.2% | -2.6% |
| 6M | -0.9% | -5.9% | +4.9% | -0.5% |
| YTD | +20.5% | -6.9% | +27.4% | +20.3% |
| 1Y | +23.2% | -4.9% | +28.0% | +22.2% |
| 3Y | +121.6% | +64.5% | +57.2% | +85.7% |
| 5Y | +149.1% | +46.1% | +103.0% | +109.9% |
| 10Y | +158.3% | +208.2% | -50.0% | +61.3% |
| All | +117.2% | +403.9% | -286.7% | +14.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling