+157.6%
KMI vs ROP
-16.4%
+174.0%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.4% | -1.5% |
| 7D | -1.8% | -6.1% | +4.4% | -0.4% |
| 30D | +0.1% | -3.4% | +3.4% | +0.7% |
| 3M | +1.2% | +16.7% | -15.5% | -3.1% |
| 6M | -3.9% | +8.1% | -12.0% | -6.2% |
| YTD | +17.5% | -11.7% | +29.2% | +21.9% |
| 1Y | +22.6% | -24.2% | +46.9% | +34.1% |
| 3Y | +116.3% | -19.0% | +135.3% | +130.3% |
| 5Y | +157.6% | -15.9% | +173.5% | +162.4% |
| All | +157.6% | -16.4% | +174.0% | +162.4% |
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