+150.6%
KMI vs RNG
-68.4%
+218.9%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | -1.7% | -6.1% | +4.4% | -1.5% |
| 30D | -2.7% | +9.6% | -12.3% | -3.2% |
| 3M | -0.7% | +83.3% | -84.0% | -3.6% |
| 6M | -5.0% | +77.9% | -82.9% | -7.9% |
| YTD | +15.5% | +139.9% | -124.5% | +9.7% |
| 1Y | +16.4% | +121.7% | -105.2% | +11.0% |
| 3Y | +114.2% | +121.9% | -7.7% | +100.8% |
| All | +150.6% | -68.4% | +218.9% | +143.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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