+121.6%
KMI vs RRC
+60.0%
+61.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.5% |
| 7D | +6.5% | +6.4% | +0.2% | +4.5% |
| 30D | -3.4% | +23.9% | -27.3% | -10.5% |
| 3M | +0.4% | +30.2% | -29.8% | -8.7% |
| 6M | -0.9% | +26.3% | -27.2% | -9.1% |
| YTD | +20.5% | +48.1% | -27.6% | +4.3% |
| 1Y | +23.2% | +37.7% | -14.5% | +9.1% |
| 3Y | +121.6% | +60.3% | +61.3% | +81.8% |
| All | +121.6% | +60.0% | +61.7% | +81.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling