+155.6%
KMI vs RL
+347.1%
-191.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +1.6% |
| 7D | +0.2% | -4.4% | +4.6% | +1.2% |
| 30D | -3.7% | +5.6% | -9.2% | -5.0% |
| 3M | +1.2% | -0.6% | +1.9% | +1.1% |
| 6M | -0.3% | +15.5% | -15.7% | -4.5% |
| YTD | +19.2% | +12.3% | +6.9% | +14.0% |
| 1Y | +21.7% | +19.3% | +2.4% | +14.4% |
| 3Y | +120.4% | +255.5% | -135.2% | +50.6% |
| 5Y | +144.9% | +247.1% | -102.2% | +63.0% |
| 10Y | +155.6% | +346.0% | -190.4% | +47.0% |
| All | +155.6% | +347.1% | -191.5% | +47.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling