+105.3%
FAST vs KMI
+128.7%
-23.4%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +0.9% | +0.4% |
| 7D | +2.1% | -10.8% | +12.8% | +5.1% |
| 30D | +6.9% | -5.0% | +11.9% | +8.2% |
| 3M | +4.8% | -3.4% | +8.2% | +5.4% |
| 6M | +19.8% | -3.4% | +23.2% | +20.2% |
| YTD | +34.9% | +13.1% | +21.8% | +28.8% |
| 1Y | +32.8% | +19.0% | +13.8% | +24.7% |
| 3Y | +93.7% | +106.1% | -12.4% | +48.3% |
| All | +105.3% | +128.7% | -23.4% | +55.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling