-51.7%
FIG vs KMI
+26.0%
-77.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -4.1% | +9.3% | +4.2% |
| 7D | -4.7% | -5.2% | +0.6% | -5.8% |
| 30D | +0.5% | +1.2% | -0.7% | +0.5% |
| 3M | -18.4% | +1.3% | -19.7% | -18.5% |
| 6M | +10.9% | -1.1% | +12.0% | +11.5% |
| YTD | -40.8% | +19.0% | -59.8% | -39.5% |
| 1Y | -51.7% | +26.6% | -78.3% | -51.9% |
| All | -51.7% | +26.0% | -77.7% | -51.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling