+157.6%
KMI vs RVTY
-34.2%
+191.8%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.5% | +0.8% | -1.5% |
| 7D | -1.8% | -5.4% | +3.7% | -1.1% |
| 30D | +0.1% | +6.7% | -6.7% | -0.8% |
| 3M | +1.2% | +19.0% | -17.9% | -1.3% |
| 6M | -3.9% | +34.6% | -38.6% | -8.2% |
| YTD | +17.5% | +28.3% | -10.7% | +12.6% |
| 1Y | +22.6% | +46.0% | -23.4% | +14.4% |
| 3Y | +116.3% | +16.9% | +99.4% | +105.6% |
| 5Y | +157.6% | -32.9% | +190.5% | +156.0% |
| All | +157.6% | -34.2% | +191.8% | +156.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 5y: compounded portfolio wealth divided by compounded RVTY 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…
5y analysis · Full analysis span regression · 6 months rolling