+469.0%
RSP vs KMI
+107.9%
+361.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.0% | -2.1% | -0.7% |
| 7D | +0.7% | -5.1% | +5.8% | +2.6% |
| 30D | +3.7% | -3.1% | +6.8% | +4.6% |
| 3M | +0.7% | +0.2% | +0.4% | +0.2% |
| 6M | +9.0% | +1.1% | +7.9% | +7.8% |
| YTD | +16.7% | +17.7% | -1.1% | +8.7% |
| 1Y | +19.0% | +19.6% | -0.6% | +10.1% |
| 3Y | +64.7% | +117.6% | -52.9% | +20.5% |
| 5Y | +49.6% | +143.1% | -93.5% | +4.5% |
| 10Y | +213.2% | +142.0% | +71.1% | +109.0% |
| All | +469.0% | +107.9% | +361.1% | +255.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling