+119.0%
KMI vs RY
+159.8%
-40.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.4% |
| 7D | -0.5% | +3.1% | -3.6% | -1.5% |
| 30D | +0.9% | -0.3% | +1.2% | +1.0% |
| 3M | 0.0% | +8.7% | -8.7% | -3.2% |
| 6M | -5.7% | +28.5% | -34.2% | -14.5% |
| YTD | +17.5% | +25.1% | -7.6% | +7.6% |
| 1Y | +22.3% | +46.3% | -24.0% | +4.5% |
| All | +119.0% | +159.8% | -40.8% | +39.2% |
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