-80.8%
FIG vs KMI
+16.6%
-97.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +0.3% |
| 7D | -12.2% | -2.1% | -10.2% | -12.6% |
| 30D | -11.0% | -1.7% | -9.3% | -11.3% |
| 3M | +11.9% | -1.9% | +13.8% | +11.1% |
| 6M | -21.9% | -4.3% | -17.6% | -22.1% |
| YTD | -40.8% | +15.8% | -56.6% | -37.5% |
| 1Y | -56.6% | +17.6% | -74.2% | -54.3% |
| All | -80.8% | +16.6% | -97.4% | -81.2% |
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