+129.5%
KMI vs ROST
+317.9%
-188.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.3% | -2.6% | -1.1% |
| 7D | -1.7% | +0.2% | -1.9% | -1.8% |
| 30D | -2.7% | -6.9% | +4.1% | -0.6% |
| 3M | -0.7% | -3.3% | +2.6% | 0.0% |
| 6M | -5.0% | +9.0% | -14.0% | -8.7% |
| YTD | +15.5% | +28.9% | -13.4% | +4.3% |
| 1Y | +16.4% | +54.0% | -37.5% | -1.5% |
| 3Y | +114.2% | +100.7% | +13.4% | +60.1% |
| 5Y | +153.3% | +116.0% | +37.2% | +76.5% |
| All | +129.5% | +317.9% | -188.3% | +21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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