+120.2%
KMI vs ROL
+1.0%
+119.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.5% | +4.4% | +2.2% |
| 7D | -0.4% | -3.4% | +3.1% | +0.2% |
| 30D | +3.7% | -6.9% | +10.6% | +4.8% |
| 3M | +3.2% | -24.6% | +27.8% | +7.9% |
| 6M | -3.0% | -39.5% | +36.5% | +5.4% |
| YTD | +19.7% | -41.1% | +60.8% | +30.1% |
| 1Y | +25.6% | -37.9% | +63.6% | +34.8% |
| 3Y | +120.2% | +0.8% | +119.4% | +122.8% |
| All | +120.2% | +1.0% | +119.2% | +122.8% |
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