+26.6%
KMI vs RMBS
-18.2%
+44.8%
-11.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -6.0% | +1.9% | -4.2% |
| 7D | -5.2% | -8.9% | +3.7% | -5.5% |
| 30D | +1.2% | -24.8% | +26.1% | +0.6% |
| 3M | +1.3% | -17.6% | +18.9% | +0.9% |
| 6M | -1.1% | -25.7% | +24.5% | -1.6% |
| YTD | +19.0% | -9.8% | +28.8% | +17.1% |
| 1Y | +26.6% | -17.4% | +43.9% | +24.6% |
| All | +26.6% | -18.2% | +44.8% | +24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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