+547.9%
FAST vs KMI
+151.5%
+396.4%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.0% | +0.9% | +2.4% |
| 7D | +3.8% | -6.5% | +10.4% | +5.8% |
| 30D | +8.1% | -5.1% | +13.1% | +9.6% |
| 3M | +5.8% | 0.0% | +5.8% | +5.5% |
| 6M | +24.9% | -0.9% | +25.7% | +24.5% |
| YTD | +38.9% | +15.4% | +23.5% | +31.9% |
| 1Y | +36.5% | +19.5% | +17.0% | +28.1% |
| 3Y | +98.1% | +116.3% | -18.2% | +52.2% |
| 5Y | +109.3% | +136.6% | -27.3% | +55.1% |
| 10Y | +547.9% | +139.6% | +408.3% | +356.6% |
| All | +547.9% | +151.5% | +396.4% | +356.6% |
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