+105.1%
KMI vs RVMD
+622.3%
-517.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | -1.7% | -3.0% | +1.3% | -1.4% |
| 30D | -2.7% | -0.7% | -2.0% | -2.7% |
| 3M | -0.7% | +36.5% | -37.2% | -3.9% |
| 6M | -5.0% | +104.6% | -109.6% | -12.8% |
| YTD | +15.5% | +155.8% | -140.4% | +2.5% |
| 1Y | +16.4% | +340.7% | -324.2% | -3.2% |
| 3Y | +114.2% | +519.9% | -405.8% | +65.1% |
| 5Y | +153.3% | +584.9% | -431.7% | +82.8% |
| All | +105.1% | +622.3% | -517.2% | +15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 10y: compounded portfolio wealth divided by compounded RVMD 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…
10y analysis · Full analysis span regression · 6 months rolling