+537.5%
FAST vs KMI
+159.6%
+377.8%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.3% |
| 7D | +5.0% | +6.0% | -1.0% | +3.2% |
| 30D | +8.6% | -3.4% | +12.0% | +9.5% |
| 3M | +6.9% | +1.8% | +5.1% | +6.1% |
| 6M | +29.6% | +0.4% | +29.1% | +28.8% |
| YTD | +41.4% | +20.8% | +20.6% | +32.5% |
| 1Y | +38.5% | +23.0% | +15.5% | +29.0% |
| 3Y | +98.7% | +123.3% | -24.6% | +51.4% |
| 5Y | +108.0% | +149.8% | -41.7% | +51.8% |
| All | +537.5% | +159.6% | +377.8% | +341.2% |
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