+157.6%
KMI vs RRC
+154.4%
+3.2%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.7% |
| 7D | -1.8% | -1.7% | 0.0% | -1.3% |
| 30D | +0.1% | +3.6% | -3.5% | -1.0% |
| 3M | +1.2% | +8.8% | -7.7% | -1.4% |
| 6M | -3.9% | +0.8% | -4.7% | -4.4% |
| YTD | +17.5% | +19.0% | -1.4% | +11.3% |
| 1Y | +22.6% | +22.9% | -0.3% | +14.5% |
| 3Y | +116.3% | +32.3% | +84.0% | +95.0% |
| 5Y | +157.6% | +151.6% | +6.0% | +92.0% |
| All | +157.6% | +154.4% | +3.2% | +92.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling