+209.8%
RSP vs KMI
+132.8%
+77.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.2% |
| 7D | -1.8% | -1.8% | -0.1% | -1.1% |
| 30D | -2.5% | +0.1% | -2.6% | -2.7% |
| 3M | +3.0% | +1.2% | +1.8% | +2.1% |
| 6M | +8.9% | -3.9% | +12.8% | +9.9% |
| YTD | +13.0% | +17.5% | -4.6% | +4.3% |
| 1Y | +16.2% | +22.6% | -6.4% | +5.1% |
| 3Y | +52.7% | +116.3% | -63.6% | +5.4% |
| 5Y | +50.5% | +157.6% | -107.1% | -5.0% |
| 10Y | +209.8% | +136.6% | +73.3% | +90.9% |
| All | +209.8% | +132.8% | +77.1% | +90.9% |
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