+70.1%
KMI vs RNG
+309.1%
-239.0%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.4% | +6.2% | +2.2% |
| 7D | -0.4% | -0.8% | +0.4% | -0.4% |
| 30D | +3.7% | +11.4% | -7.7% | +2.7% |
| 3M | +3.2% | +72.1% | -68.9% | -1.6% |
| 6M | -3.0% | +67.9% | -70.9% | -7.7% |
| YTD | +19.7% | +144.3% | -124.7% | +9.5% |
| 1Y | +25.6% | +117.5% | -91.9% | +15.9% |
| 3Y | +120.2% | +123.9% | -3.7% | +98.1% |
| 5Y | +160.5% | -70.1% | +230.6% | +173.0% |
| 10Y | +134.8% | +215.9% | -81.1% | +64.5% |
| All | +70.1% | +309.1% | -239.0% | +13.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling