+114.2%
KMI vs RSG
+57.7%
+56.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.0% | -0.6% |
| 7D | -1.7% | 0.0% | -1.7% | -1.7% |
| 30D | -2.7% | +4.0% | -6.7% | -4.2% |
| 3M | -0.7% | +7.4% | -8.0% | -3.5% |
| 6M | -5.0% | +0.1% | -5.1% | -5.2% |
| YTD | +15.5% | +6.0% | +9.4% | +12.5% |
| 1Y | +16.4% | -3.0% | +19.4% | +17.5% |
| 3Y | +114.2% | +56.5% | +57.7% | +82.0% |
| All | +114.2% | +57.7% | +56.4% | +82.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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