+823.0%
FAST vs KMI
+107.5%
+715.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +0.9% |
| 7D | -0.4% | -0.5% | +0.1% | -0.2% |
| 30D | -0.8% | +0.9% | -1.7% | -1.2% |
| 3M | +5.8% | 0.0% | +5.8% | +5.5% |
| 6M | +8.0% | -5.7% | +13.7% | +9.4% |
| YTD | +25.6% | +17.5% | +8.1% | +19.0% |
| 1Y | +0.8% | +22.3% | -21.5% | -5.8% |
| 3Y | +86.1% | +111.9% | -25.8% | +45.2% |
| 5Y | +100.2% | +151.8% | -51.6% | +46.9% |
| 10Y | +494.2% | +138.7% | +355.5% | +324.3% |
| All | +823.0% | +107.5% | +715.5% | +518.4% |
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 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