+129.5%
KMI vs RGEN
+415.7%
-286.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.3% |
| 7D | -1.7% | -1.4% | -0.3% | -1.6% |
| 30D | -2.7% | -0.3% | -2.4% | -2.8% |
| 3M | -0.7% | +23.9% | -24.6% | -2.8% |
| 6M | -5.0% | +38.5% | -43.5% | -8.2% |
| YTD | +15.5% | +0.8% | +14.7% | +14.7% |
| 1Y | +16.4% | +38.2% | -21.8% | +11.8% |
| 3Y | +114.2% | +1.3% | +112.9% | +106.9% |
| 5Y | +153.3% | -44.0% | +197.3% | +153.0% |
| All | +129.5% | +415.7% | -286.2% | +53.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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