+468.6%
RSP vs KMI
+113.4%
+355.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -1.3% |
| 7D | +1.8% | +6.0% | -4.3% | -0.3% |
| 30D | +3.5% | -3.4% | +6.9% | +4.5% |
| 3M | +0.2% | +1.8% | -1.6% | -0.8% |
| 6M | +9.1% | +0.4% | +8.7% | +8.2% |
| YTD | +16.6% | +20.8% | -4.2% | +7.6% |
| 1Y | +17.9% | +23.0% | -5.1% | +8.1% |
| 3Y | +64.6% | +123.3% | -58.7% | +19.4% |
| 5Y | +48.4% | +149.8% | -101.4% | +2.7% |
| 10Y | +212.9% | +159.0% | +53.9% | +104.6% |
| All | +468.6% | +113.4% | +355.2% | +251.7% |
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 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