+108.2%
KMI vs TROW
+169.0%
-60.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.2% |
| 7D | -1.7% | -3.2% | +1.5% | -0.5% |
| 30D | -2.7% | -4.6% | +1.9% | -1.0% |
| 3M | -0.7% | -0.7% | 0.0% | -1.1% |
| 6M | -5.0% | +22.2% | -27.2% | -13.2% |
| YTD | +15.5% | +6.6% | +8.8% | +10.8% |
| 1Y | +16.4% | +5.8% | +10.6% | +11.8% |
| 3Y | +114.2% | +11.6% | +102.6% | +96.1% |
| 5Y | +153.3% | -38.9% | +192.2% | +191.0% |
| 10Y | +132.4% | +128.5% | +3.9% | +37.1% |
| All | +108.2% | +169.0% | -60.8% | +8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 TROW 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