+121.6%
KMI vs ROL
+5.9%
+115.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.6% | -2.8% | -0.6% |
| 7D | +6.5% | +3.0% | +3.6% | +6.1% |
| 30D | -3.4% | +19.8% | -23.2% | -5.9% |
| 3M | +0.4% | +7.9% | -7.5% | -0.7% |
| 6M | -0.9% | -25.6% | +24.7% | +4.4% |
| YTD | +20.5% | -34.1% | +54.6% | +29.0% |
| 1Y | +23.2% | -31.4% | +54.6% | +30.6% |
| 3Y | +121.6% | +4.7% | +116.9% | +124.6% |
| All | +121.6% | +5.9% | +115.7% | +124.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 3y: compounded portfolio wealth divided by compounded ROL 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…
3y analysis · Full analysis span regression · 6 months rolling