+114.2%
KMI vs RRX
+5.4%
+108.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.7% | -4.0% | -0.6% |
| 7D | -1.7% | -0.3% | -1.4% | -1.7% |
| 30D | -2.7% | -6.1% | +3.4% | -2.3% |
| 3M | -0.7% | -23.1% | +22.4% | +1.0% |
| 6M | -5.0% | -19.5% | +14.6% | -4.3% |
| YTD | +15.5% | +16.1% | -0.6% | +11.0% |
| 1Y | +16.4% | +12.9% | +3.5% | +11.9% |
| 3Y | +114.2% | +7.9% | +106.2% | +105.5% |
| All | +114.2% | +5.4% | +108.8% | +105.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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