+103.9%
KMI vs RY
+551.2%
-447.3%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | +0.2% |
| 7D | -10.8% | -0.9% | -9.9% | -10.3% |
| 30D | -5.0% | +5.9% | -10.9% | -9.0% |
| 3M | -3.4% | -4.3% | +0.9% | -0.7% |
| 6M | -3.4% | +12.1% | -15.5% | -12.1% |
| YTD | +13.1% | +20.3% | -7.2% | -2.9% |
| 1Y | +19.0% | +41.0% | -22.0% | -9.5% |
| 3Y | +106.1% | +157.5% | -51.4% | -3.6% |
| 5Y | +130.1% | +123.2% | +6.9% | +18.7% |
| 10Y | +151.9% | +365.7% | -213.8% | -24.6% |
| All | +103.9% | +551.2% | -447.3% | -50.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling