+351.3%
FERG vs KMI
+136.8%
+214.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.7% |
| 7D | -2.6% | -1.7% | -0.9% | -2.4% |
| 30D | -8.9% | -2.7% | -6.2% | -8.6% |
| 3M | -2.0% | -0.7% | -1.4% | -2.1% |
| 6M | -3.2% | -5.0% | +1.8% | -2.8% |
| YTD | +1.5% | +15.5% | -14.0% | -0.5% |
| 1Y | +0.5% | +16.4% | -16.0% | -1.7% |
| 3Y | +50.4% | +114.2% | -63.7% | +36.8% |
| 5Y | +68.7% | +153.3% | -84.6% | +52.1% |
| All | +351.3% | +136.8% | +214.5% | +313.8% |
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