+154.3%
KMI vs RL
+337.1%
-182.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | 0.0% |
| 7D | +6.5% | +2.6% | +4.0% | +5.9% |
| 30D | -3.4% | +2.9% | -6.4% | -4.3% |
| 3M | +0.4% | 0.0% | +0.4% | +0.1% |
| 6M | -0.9% | +17.1% | -18.0% | -5.5% |
| YTD | +20.5% | +10.1% | +10.4% | +15.7% |
| 1Y | +23.2% | +17.3% | +5.9% | +16.3% |
| 3Y | +121.6% | +249.3% | -127.7% | +52.0% |
| 5Y | +149.1% | +240.9% | -91.8% | +66.5% |
| All | +154.3% | +337.1% | -182.7% | +44.3% |
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