+115.7%
KMI vs ROST
+1,415.5%
-1,299.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.3% | +2.0% |
| 7D | -0.4% | +0.2% | -0.6% | -0.4% |
| 30D | +3.7% | -10.0% | +13.6% | +7.0% |
| 3M | +3.2% | +1.2% | +1.9% | +2.3% |
| 6M | -3.0% | +8.9% | -11.9% | -6.5% |
| YTD | +19.7% | +28.1% | -8.4% | +9.0% |
| 1Y | +25.6% | +53.0% | -27.3% | +7.5% |
| 3Y | +120.2% | +97.9% | +22.4% | +68.8% |
| 5Y | +160.5% | +112.0% | +48.5% | +87.3% |
| 10Y | +134.8% | +303.0% | -168.1% | +30.4% |
| All | +115.7% | +1,415.5% | -1,299.8% | -25.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling