+26.6%
KMI vs RL
+34.3%
-7.8%
-11.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +4.5% | -8.6% | -3.9% |
| 7D | -5.2% | +5.8% | -11.0% | -5.0% |
| 30D | +1.2% | +12.7% | -11.5% | +1.7% |
| 3M | +1.3% | +9.3% | -8.0% | +1.8% |
| 6M | -1.1% | +16.9% | -18.1% | -0.2% |
| YTD | +19.0% | +17.5% | +1.5% | +19.8% |
| 1Y | +26.6% | +34.6% | -8.1% | +24.5% |
| All | +26.6% | +34.3% | -7.8% | +24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 1y: compounded portfolio wealth divided by compounded RL 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…
1y analysis · Full analysis span regression · 6 months rolling