+22.5%
F vs KMI
+22.7%
-0.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.8% | -2.1% | -4.3% |
| 7D | -4.9% | -1.8% | -3.1% | -5.1% |
| 30D | -2.9% | +0.1% | -3.0% | -2.8% |
| 3M | -9.1% | +1.2% | -10.2% | -8.7% |
| 6M | +12.9% | -3.9% | +16.9% | +13.0% |
| YTD | +6.1% | +17.5% | -11.5% | +6.7% |
| 1Y | +22.5% | +22.6% | -0.1% | +24.7% |
| All | +22.5% | +22.7% | -0.2% | +24.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling