+115.7%
KMI vs ROP
+425.8%
-310.0%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.9% | +4.7% | +3.2% |
| 7D | -0.4% | -5.4% | +5.0% | +2.2% |
| 30D | +3.7% | -1.6% | +5.3% | +4.2% |
| 3M | +3.2% | +18.8% | -15.7% | -6.0% |
| 6M | -3.0% | +8.2% | -11.2% | -8.0% |
| YTD | +19.7% | -10.5% | +30.1% | +23.6% |
| 1Y | +25.6% | -23.7% | +49.4% | +40.7% |
| 3Y | +120.2% | -17.9% | +138.1% | +133.6% |
| 5Y | +160.5% | -15.3% | +175.8% | +165.9% |
| 10Y | +134.8% | +133.4% | +1.4% | +33.0% |
| All | +115.7% | +425.8% | -310.0% | -19.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling