+155.0%
KMI vs RL
+342.1%
-187.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.2% | +1.5% |
| 7D | +6.0% | +2.4% | +3.7% | +5.4% |
| 30D | -3.4% | +4.6% | -8.0% | -4.6% |
| 3M | +1.8% | -1.1% | +2.9% | +1.7% |
| 6M | +0.4% | +16.5% | -16.1% | -4.0% |
| YTD | +20.8% | +11.4% | +9.4% | +15.8% |
| 1Y | +23.0% | +16.1% | +6.9% | +16.4% |
| 3Y | +123.3% | +252.6% | -129.3% | +52.9% |
| 5Y | +149.8% | +244.9% | -95.1% | +66.5% |
| All | +155.0% | +342.1% | -187.1% | +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