+154.3%
KMI vs ROP
+185.2%
-30.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.5% |
| 7D | +6.5% | +0.7% | +5.8% | +6.2% |
| 30D | -3.4% | +28.8% | -32.2% | -13.9% |
| 3M | +0.4% | +21.1% | -20.7% | -8.4% |
| 6M | -0.9% | +52.5% | -53.5% | -19.4% |
| YTD | +20.5% | +8.9% | +11.6% | +13.9% |
| 1Y | +23.2% | +8.2% | +14.9% | +16.8% |
| 3Y | +121.6% | -5.2% | +126.8% | +121.3% |
| 5Y | +149.1% | +1.7% | +147.4% | +134.8% |
| All | +154.3% | +185.2% | -30.9% | +39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 10y: compounded portfolio wealth divided by compounded ROP 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…
10y analysis · Full analysis span regression · 6 months rolling