+433.1%
RTX vs KMI
+112.8%
+320.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | +4.8% | +6.5% | -1.8% | +2.2% |
| 30D | +6.5% | -3.4% | +9.9% | +7.9% |
| 3M | -9.6% | +0.4% | -10.0% | -10.0% |
| 6M | +12.3% | -0.9% | +13.3% | +12.1% |
| YTD | +9.5% | +20.5% | -11.0% | +0.6% |
| 1Y | +15.8% | +23.2% | -7.3% | +5.4% |
| 3Y | +157.0% | +121.6% | +35.4% | +81.3% |
| 5Y | +148.8% | +149.1% | -0.3% | +65.8% |
| 10Y | +264.0% | +158.3% | +105.8% | +128.0% |
| All | +433.1% | +112.8% | +320.3% | +220.0% |
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