+129.5%
KMI vs ROP
+135.6%
-6.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -1.7% | -4.6% | +2.9% | +0.3% |
| 30D | -2.7% | -1.7% | -1.0% | -2.2% |
| 3M | -0.7% | +17.1% | -17.7% | -8.5% |
| 6M | -5.0% | +10.9% | -15.8% | -10.7% |
| YTD | +15.5% | -12.1% | +27.6% | +20.6% |
| 1Y | +16.4% | -24.2% | +40.7% | +31.1% |
| 3Y | +114.2% | -20.4% | +134.5% | +131.1% |
| 5Y | +153.3% | -15.4% | +168.6% | +158.2% |
| All | +129.5% | +135.6% | -6.1% | +25.6% |
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