+115.7%
KMI vs RMBS
+314.4%
-198.6%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.7% | +0.2% | +1.6% |
| 7D | -0.4% | +3.0% | -3.3% | -0.7% |
| 30D | +3.7% | -14.4% | +18.1% | +5.6% |
| 3M | +3.2% | -42.8% | +46.0% | +9.8% |
| 6M | -3.0% | -1.4% | -1.6% | -6.2% |
| YTD | +19.7% | -5.4% | +25.1% | +15.1% |
| 1Y | +25.6% | +18.6% | +7.1% | +15.0% |
| 3Y | +120.2% | +57.3% | +62.9% | +83.3% |
| 5Y | +160.5% | +265.7% | -105.2% | +81.6% |
| 10Y | +134.8% | +546.0% | -411.2% | +44.2% |
| All | +115.7% | +314.4% | -198.6% | +22.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling