+108.8%
KMI vs RVMD
+636.2%
-527.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -1.8% |
| 7D | -1.8% | -0.7% | -1.0% | -1.7% |
| 30D | +0.1% | +0.3% | -0.3% | 0.0% |
| 3M | +1.2% | +38.9% | -37.7% | -2.3% |
| 6M | -3.9% | +108.1% | -112.0% | -11.9% |
| YTD | +17.5% | +160.7% | -143.2% | +4.2% |
| 1Y | +22.6% | +407.3% | -384.6% | +0.2% |
| 3Y | +116.3% | +546.6% | -430.3% | +66.0% |
| 5Y | +157.6% | +579.8% | -422.2% | +86.6% |
| All | +108.8% | +636.2% | -527.4% | +16.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling