+115.7%
KMI vs ROK
+576.5%
-460.7%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.1% | +2.9% | +2.2% |
| 7D | -0.4% | +2.8% | -3.2% | -1.4% |
| 30D | +3.7% | -2.4% | +6.1% | +4.5% |
| 3M | +3.2% | -4.7% | +7.9% | +4.1% |
| 6M | -3.0% | +16.8% | -19.7% | -10.3% |
| YTD | +19.7% | +11.4% | +8.3% | +11.9% |
| 1Y | +25.6% | +26.2% | -0.5% | +11.3% |
| 3Y | +120.2% | +51.9% | +68.4% | +72.9% |
| 5Y | +160.5% | +46.4% | +114.1% | +100.1% |
| 10Y | +134.8% | +343.5% | -208.7% | +8.0% |
| All | +115.7% | +576.5% | -460.7% | -20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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