+67.3%
F vs KMI
+158.9%
-91.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | -3.1% | +6.5% | -9.6% | -6.4% |
| 30D | 0.0% | -3.4% | +3.5% | +1.5% |
| 3M | -13.2% | +0.4% | -13.6% | -14.2% |
| 6M | -10.2% | -0.9% | -9.3% | -11.2% |
| YTD | -4.9% | +20.5% | -25.4% | -16.8% |
| 1Y | -6.1% | +23.2% | -29.3% | -19.1% |
| 3Y | +46.0% | +121.6% | -75.6% | -15.6% |
| 5Y | -15.7% | +149.1% | -164.8% | -54.3% |
| All | +67.3% | +158.9% | -91.6% | -17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KMI.
Daily Out/Under-Performance
Portfolio return minus KMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMI 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 KMI 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