+146.4%
KMI vs ROL
+15.7%
+130.8%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.6% | -2.8% | -0.7% |
| 7D | +6.5% | +3.0% | +3.6% | +6.0% |
| 30D | -3.4% | +19.8% | -23.2% | -6.8% |
| 3M | +0.4% | +7.9% | -7.5% | -1.2% |
| 6M | -0.9% | -25.6% | +24.7% | +5.2% |
| YTD | +20.5% | -34.1% | +54.6% | +30.7% |
| 1Y | +23.2% | -31.4% | +54.6% | +32.3% |
| 3Y | +121.6% | +4.7% | +116.9% | +114.6% |
| All | +146.4% | +15.7% | +130.8% | +134.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling