+79.5%
F vs KMI
+107.5%
-27.9%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +1.7% |
| 7D | +5.3% | -0.5% | +5.8% | +5.5% |
| 30D | +4.6% | +0.9% | +3.7% | +3.9% |
| 3M | -3.7% | 0.0% | -3.6% | -4.2% |
| 6M | +16.8% | -5.7% | +22.5% | +18.7% |
| YTD | +15.3% | +17.5% | -2.2% | +5.3% |
| 1Y | +31.0% | +22.3% | +8.7% | +17.0% |
| 3Y | +45.4% | +111.9% | -66.5% | -2.4% |
| 5Y | +54.7% | +151.8% | -97.2% | -3.7% |
| 10Y | +98.2% | +138.7% | -40.4% | +19.8% |
| All | +79.5% | +107.5% | -27.9% | -3.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling