+143.1%
KMI vs RL
+245.5%
-102.4%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.8% | +2.0% |
| 7D | -5.1% | +1.3% | -6.4% | -5.3% |
| 30D | -3.1% | +7.6% | -10.8% | -4.4% |
| 3M | +0.2% | -1.5% | +1.8% | +0.3% |
| 6M | +1.1% | +12.1% | -11.0% | -1.3% |
| YTD | +17.7% | +13.9% | +3.8% | +13.9% |
| 1Y | +19.6% | +20.7% | -1.0% | +14.3% |
| 3Y | +117.6% | +260.6% | -143.0% | +59.9% |
| 5Y | +143.1% | +248.9% | -105.8% | +71.1% |
| All | +143.1% | +245.5% | -102.4% | +71.1% |
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 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