+111.9%
KMI vs RSG
+916.8%
-804.9%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.2% | -2.0% |
| 7D | -1.8% | 0.0% | -1.7% | -1.8% |
| 30D | +0.1% | +3.7% | -3.6% | -2.0% |
| 3M | +1.2% | +6.2% | -5.0% | -2.4% |
| 6M | -3.9% | -2.8% | -1.1% | -2.9% |
| YTD | +17.5% | +5.9% | +11.6% | +13.1% |
| 1Y | +22.6% | -1.8% | +24.4% | +22.8% |
| 3Y | +116.3% | +57.5% | +58.8% | +63.5% |
| 5Y | +157.6% | +91.1% | +66.5% | +70.0% |
| 10Y | +136.6% | +428.1% | -291.5% | -7.5% |
| All | +111.9% | +916.8% | -804.9% | -41.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling