+111.8%
KMI vs RL
+260.9%
-149.1%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.0% | -2.7% | -1.2% |
| 7D | -0.5% | -0.8% | +0.3% | -0.3% |
| 30D | +0.9% | -7.8% | +8.7% | +2.9% |
| 3M | 0.0% | -4.0% | +4.0% | +0.5% |
| 6M | -5.7% | -1.9% | -3.8% | -6.6% |
| YTD | +17.5% | -0.2% | +17.7% | +15.5% |
| 1Y | +22.3% | +10.7% | +11.6% | +16.5% |
| 3Y | +111.9% | +210.8% | -98.8% | +45.7% |
| 5Y | +151.8% | +238.2% | -86.4% | +62.5% |
| 10Y | +138.7% | +313.4% | -174.7% | +33.1% |
| All | +111.8% | +260.9% | -149.1% | +15.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling