+120.2%
KMI vs RL
+211.8%
-91.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.1% | +3.0% | +2.0% |
| 7D | -0.4% | +1.9% | -2.3% | -0.6% |
| 30D | +3.7% | -12.2% | +15.9% | +5.0% |
| 3M | +3.2% | -6.6% | +9.8% | +3.7% |
| 6M | -3.0% | +3.2% | -6.1% | -3.9% |
| YTD | +19.7% | -1.3% | +21.0% | +19.0% |
| 1Y | +25.6% | +13.6% | +12.0% | +22.1% |
| 3Y | +120.2% | +210.9% | -90.7% | +81.8% |
| All | +120.2% | +211.8% | -91.6% | +81.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling