+134.8%
KMI vs RY
+371.6%
-236.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.6% | +2.4% |
| 7D | -0.4% | +2.7% | -3.1% | -2.5% |
| 30D | +3.7% | -1.0% | +4.6% | +4.3% |
| 3M | +3.2% | +7.6% | -4.5% | -3.2% |
| 6M | -3.0% | +29.5% | -32.4% | -21.7% |
| YTD | +19.7% | +24.2% | -4.5% | -0.4% |
| 1Y | +25.6% | +46.4% | -20.8% | -8.8% |
| 3Y | +120.2% | +159.4% | -39.2% | -4.1% |
| 5Y | +160.5% | +141.8% | +18.6% | +18.3% |
| 10Y | +134.8% | +373.9% | -239.1% | -38.6% |
| All | +134.8% | +371.6% | -236.8% | -38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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