+118.0%
KMI vs RIG
-31.2%
+149.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.7% |
| 7D | -1.8% | -8.2% | +6.4% | -0.9% |
| 30D | +0.1% | -0.2% | +0.2% | 0.0% |
| 3M | +1.2% | -2.7% | +3.9% | +1.2% |
| 6M | -3.9% | -7.5% | +3.5% | -3.6% |
| YTD | +17.5% | +38.3% | -20.7% | +12.6% |
| 1Y | +22.6% | +81.8% | -59.2% | +13.5% |
| All | +118.0% | -31.2% | +149.2% | +132.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 3y: compounded portfolio wealth divided by compounded RIG 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…
3y analysis · Full analysis span regression · 6 months rolling