+106.1%
KMI vs RY
+155.6%
-49.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.4% |
| 7D | -10.8% | -0.9% | -9.9% | -10.5% |
| 30D | -5.0% | +5.9% | -10.9% | -6.7% |
| 3M | -3.4% | -4.3% | +0.9% | -2.1% |
| 6M | -3.4% | +12.1% | -15.5% | -7.6% |
| YTD | +13.1% | +20.3% | -7.2% | +5.2% |
| 1Y | +19.0% | +41.0% | -22.0% | +3.4% |
| 3Y | +106.1% | +157.5% | -51.4% | +33.9% |
| All | +106.1% | +155.6% | -49.4% | +33.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling