+148.5%
RTX vs KMI
+149.2%
-0.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.8% | -1.9% |
| 7D | +3.4% | +6.0% | -2.7% | +1.2% |
| 30D | +8.4% | -3.4% | +11.8% | +9.6% |
| 3M | -10.7% | +1.8% | -12.4% | -11.4% |
| 6M | +11.7% | +0.4% | +11.3% | +10.9% |
| YTD | +9.3% | +20.8% | -11.5% | +0.4% |
| 1Y | +13.3% | +23.0% | -9.7% | +3.1% |
| 3Y | +156.1% | +123.3% | +32.8% | +74.0% |
| 5Y | +148.5% | +149.8% | -1.3% | +53.5% |
| All | +148.5% | +149.2% | -0.7% | +53.5% |
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