+331.2%
RCL vs KMI
+137.5%
+193.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | +0.9% |
| 7D | -2.5% | -2.1% | -0.4% | -0.9% |
| 30D | -15.7% | -1.7% | -14.0% | -14.9% |
| 3M | -3.6% | -1.9% | -1.7% | -3.4% |
| 6M | -8.7% | -4.3% | -4.3% | -7.6% |
| YTD | -6.2% | +15.8% | -22.0% | -19.8% |
| 1Y | -22.9% | +17.6% | -40.4% | -35.3% |
| 3Y | +173.6% | +113.1% | +60.5% | +32.0% |
| 5Y | +226.6% | +154.0% | +72.6% | +31.9% |
| All | +331.2% | +137.5% | +193.7% | +77.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KMI.
Daily Out/Under-Performance
Portfolio return minus KMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMI 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 KMI 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