+17.6%
KMI vs RL
+9.4%
+8.2%
-10.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.5% |
| 7D | -2.1% | -2.2% | +0.1% | -2.1% |
| 30D | -1.7% | -15.3% | +13.7% | -1.9% |
| 3M | -1.9% | -10.3% | +8.5% | -1.9% |
| 6M | -4.3% | -2.2% | -2.1% | -4.3% |
| YTD | +15.8% | -4.3% | +20.1% | +15.6% |
| 1Y | +17.6% | +8.9% | +8.7% | +15.1% |
| All | +17.6% | +9.4% | +8.2% | +15.1% |
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