+292.2%
RCL vs KMI
+148.3%
+143.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | -1.2% | +6.5% | -7.7% | -4.2% |
| 30D | +17.8% | -3.4% | +21.3% | +19.2% |
| 3M | +4.9% | +0.4% | +4.6% | +3.8% |
| 6M | +23.7% | -0.9% | +24.7% | +22.1% |
| YTD | +17.8% | +20.5% | -2.7% | +1.6% |
| 1Y | +28.9% | +23.2% | +5.7% | +9.2% |
| 3Y | +241.9% | +121.6% | +120.3% | +83.6% |
| All | +292.2% | +148.3% | +143.9% | +101.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling