+111.9%
KMI vs RRX
+182.6%
-70.7%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.5% | +0.7% | -1.0% |
| 7D | -1.8% | -0.7% | -1.0% | -1.5% |
| 30D | +0.1% | -8.0% | +8.0% | +2.6% |
| 3M | +1.2% | -25.1% | +26.2% | +8.5% |
| 6M | -3.9% | -18.3% | +14.4% | -1.6% |
| YTD | +17.5% | +14.2% | +3.4% | +6.1% |
| 1Y | +22.6% | +13.0% | +9.6% | +9.8% |
| 3Y | +116.3% | +4.2% | +112.1% | +86.5% |
| 5Y | +157.6% | +17.9% | +139.7% | +100.4% |
| 10Y | +136.6% | +220.4% | -83.9% | +13.5% |
| All | +111.9% | +182.6% | -70.7% | -0.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling