+129.5%
KMI vs RMBS
+566.4%
-436.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.6% |
| 7D | -1.7% | +1.8% | -3.5% | -2.0% |
| 30D | -2.7% | -13.9% | +11.2% | -0.7% |
| 3M | -0.7% | -39.8% | +39.1% | +6.1% |
| 6M | -5.0% | -6.0% | +1.0% | -8.5% |
| YTD | +15.5% | -5.4% | +20.8% | +9.4% |
| 1Y | +16.4% | -1.8% | +18.3% | +7.6% |
| 3Y | +114.2% | +53.7% | +60.5% | +65.4% |
| 5Y | +153.3% | +268.5% | -115.3% | +37.2% |
| All | +129.5% | +566.4% | -436.9% | -8.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling