+117.2%
KMI vs RGEN
+3,317.3%
-3,200.1%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.0% | -0.3% |
| 7D | +6.5% | -3.3% | +9.8% | +6.8% |
| 30D | -3.4% | -5.8% | +2.4% | -3.1% |
| 3M | +0.4% | +0.2% | +0.2% | +0.1% |
| 6M | -0.9% | +56.8% | -57.7% | -5.2% |
| YTD | +20.5% | +2.4% | +18.1% | +19.2% |
| 1Y | +23.2% | +11.4% | +11.7% | +20.9% |
| 3Y | +121.6% | +15.2% | +106.5% | +112.2% |
| 5Y | +149.1% | -35.1% | +184.2% | +145.0% |
| 10Y | +158.3% | +419.6% | -261.4% | +101.3% |
| All | +117.2% | +3,317.3% | -3,200.1% | +46.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling