+157.6%
KMI vs RL
+233.3%
-75.7%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.3% | +1.6% | -1.3% |
| 7D | -1.8% | -0.3% | -1.5% | -1.7% |
| 30D | +0.1% | -17.5% | +17.6% | +3.1% |
| 3M | +1.2% | -14.0% | +15.2% | +3.3% |
| 6M | -3.9% | -2.0% | -1.9% | -4.5% |
| YTD | +17.5% | -4.6% | +22.1% | +17.1% |
| 1Y | +22.6% | +9.5% | +13.1% | +18.8% |
| 3Y | +116.3% | +200.5% | -84.2% | +65.5% |
| 5Y | +157.6% | +226.3% | -68.7% | +83.6% |
| All | +157.6% | +233.3% | -75.7% | +83.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling