First three seconds into the match: Med. Kiko thrown wayyy too close to Balrog who had been charging his turn punch right from the moment the announcer says “Fight”. You want to get some positioning and most importantly, try to feel out your opponent before making any sudden moves.
0:28 – Random Ultra. BAD!!! I know that the chips were down, and the odds seemed against you (though speaking from experience, it IS possible with win with extremely low health), but there was honestly no way you were going to hit him. That action was the equivalent of just putting your stick on the floor and accepting defeat. 
0:30 thru 0:45 – Learn to Focus Absorb Rog’s Turn Punch. This is a lot better than letting it chip you and getting a better position to pressure you with headbutts or walk up grabs. Each time you successfully absorb a move, back dash… but AVOID getting yourself put in a corner.
0:50 – Good AA execution – you NEED to exploit this more often. When you have a position that’s three-quarters or full-screen away from Rog, this is when you ought to be dishing out the fbs, baiting him to jump. When he does, close in with st. fierce. St. RH is also effective, but you need to know the right range… whiffing it will just be asking for easy punishment against an aggressive Rog.
0:55 – Also good that you caught him with Hasans. This should have been your cue that he was weak against it. Mixing up your normals with Hasans would ultimately make it more difficult for him to maintain his charge for turn-punch and headbutts (which obviously you know leads to free Ultra juggle damage like he did at 1:02).
1:08 – Gotta watch his grabs. Practice with a friend to get the timing down against his animation, so you can get better at teching. You don’t wanna get caught out there with too many of those.
Round 3 – Man, that guy pretty much got to have his way with you. He didn’t fear you at all, which is why jumping in, using constant rush punches, etc. was so liberal. He needs to get the idea that he can’t jump into her at all and as the other skilled Chunners like Mag, Madden, Az, and Dime will tell you – she has the tools.
I notice you almost never, ever used her neutral j. roundhouse. Man, this move is awesome when used effectively. Anytime you sense a rush punch is coming, this is a great and easy move to stop Rog dead in his tracks. Poking with st. strong is also very effective and you don’t use it enough. You can’t rely on just st. fierce, especially when the opponent is able to pick up on the holes in your zoning. St. foward is also effective, but you have to fish for these opportunities. Also, her EX kicks; cr. short, cr. jab-> st. fierce and short, short->EX kicks (to name a few) are missing your tactical toolbox and these are mandatory moves you ought to using all the time!! In short, you gotta use more of your normals and use them confidently. Her specials are just an added bonus in maintaining her offensive/defensive options. Also, don’t do so many random throws, you often did this when you weren’t even in range which gave Rog way too many opportunities to punish you.
Your rematch was basically duplicates the same faults so I won’t bother creating another outline, just focus on the areas above and you’ll fare much better.