+91.7%
F vs KMI
+137.0%
-45.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.8% | -6.1% | -5.2% |
| 7D | +1.2% | -0.4% | +1.5% | +1.3% |
| 30D | +1.2% | +3.7% | -2.4% | -1.0% |
| 3M | -5.7% | +3.2% | -8.8% | -7.9% |
| 6M | +17.9% | -3.0% | +20.9% | +18.3% |
| YTD | +10.4% | +19.7% | -9.3% | -2.3% |
| 1Y | +25.3% | +25.6% | -0.3% | +7.3% |
| 3Y | +37.5% | +120.2% | -82.8% | -19.1% |
| 5Y | +46.5% | +160.5% | -114.0% | -21.7% |
| All | +91.7% | +137.0% | -45.3% | -2.7% |
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