+507.7%
FAST vs KMI
+133.3%
+374.4%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.3% | -1.0% |
| 7D | +1.3% | -0.4% | +1.7% | +1.4% |
| 30D | -4.7% | +3.7% | -8.4% | -5.9% |
| 3M | +7.9% | +3.2% | +4.8% | +6.6% |
| 6M | +7.4% | -3.0% | +10.4% | +8.0% |
| YTD | +25.1% | +19.7% | +5.4% | +17.5% |
| 1Y | +4.7% | +25.6% | -20.9% | -3.3% |
| 3Y | +94.7% | +120.2% | -25.5% | +47.9% |
| 5Y | +106.8% | +160.5% | -53.7% | +47.2% |
| 10Y | +507.7% | +134.8% | +372.9% | +337.3% |
| All | +507.7% | +133.3% | +374.4% | +337.3% |
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