+157.8%
KMI vs RGEN
-44.1%
+201.9%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.3% | -1.6% |
| 7D | -1.8% | -4.6% | +2.8% | -1.4% |
| 30D | +0.1% | +1.2% | -1.1% | -0.1% |
| 3M | +1.2% | +26.8% | -25.7% | -0.8% |
| 6M | -3.9% | +29.1% | -33.0% | -6.1% |
| YTD | +17.5% | +0.7% | +16.8% | +17.1% |
| 1Y | +22.6% | +39.1% | -16.4% | +18.4% |
| 3Y | +116.3% | +2.2% | +114.0% | +110.1% |
| All | +157.8% | -44.1% | +201.9% | +141.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling