+149.8%
KMI vs ROP
+2.3%
+147.4%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +6.0% | -2.7% | +8.7% | +6.6% |
| 30D | -3.4% | +29.7% | -33.1% | -9.1% |
| 3M | +1.8% | +21.2% | -19.4% | -2.9% |
| 6M | +0.4% | +48.3% | -47.8% | -9.4% |
| YTD | +20.8% | +8.4% | +12.4% | +19.5% |
| 1Y | +23.0% | +6.0% | +17.0% | +22.6% |
| 3Y | +123.3% | -5.6% | +128.9% | +130.9% |
| 5Y | +149.8% | +1.3% | +148.5% | +145.2% |
| All | +149.8% | +2.3% | +147.4% | +145.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling