+130.2%
KMI vs RRC
+6.5%
+123.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.5% |
| 7D | -2.1% | -1.2% | -0.9% | -1.8% |
| 30D | -1.7% | +3.0% | -4.7% | -2.3% |
| 3M | -1.9% | +7.3% | -9.2% | -3.5% |
| 6M | -4.3% | +3.6% | -7.9% | -5.3% |
| YTD | +15.8% | +19.4% | -3.6% | +11.0% |
| 1Y | +17.6% | +21.4% | -3.8% | +11.9% |
| 3Y | +113.1% | +32.8% | +80.4% | +97.0% |
| 5Y | +154.0% | +152.0% | +2.0% | +99.1% |
| All | +130.2% | +6.5% | +123.7% | +78.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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