-79.1%
FIG vs KMI
+18.3%
-97.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.6% | -3.7% | -4.5% |
| 7D | -16.3% | -0.5% | -15.8% | -16.4% |
| 30D | -14.3% | +0.9% | -15.2% | -14.2% |
| 3M | +7.2% | 0.0% | +7.2% | +6.8% |
| 6M | -18.6% | -5.7% | -12.9% | -19.2% |
| YTD | -35.5% | +17.5% | -52.9% | -31.7% |
| 1Y | -55.8% | +22.3% | -78.1% | -50.8% |
| All | -79.1% | +18.3% | -97.4% | -79.4% |
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