+117.2%
KMI vs RVTY
+521.7%
-404.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | +0.1% |
| 7D | +6.5% | -0.5% | +7.0% | +6.6% |
| 30D | -3.4% | +1.5% | -5.0% | -4.0% |
| 3M | +0.4% | +31.5% | -31.1% | -7.0% |
| 6M | -0.9% | +62.7% | -63.6% | -13.7% |
| YTD | +20.5% | +60.0% | -39.5% | +4.1% |
| 1Y | +23.2% | +65.7% | -42.5% | +5.0% |
| 3Y | +121.6% | +85.2% | +36.4% | +75.3% |
| 5Y | +149.1% | -14.9% | +164.0% | +145.7% |
| 10Y | +158.3% | +211.9% | -53.6% | +48.5% |
| All | +117.2% | +521.7% | -404.4% | +0.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling