+2.0%
FISV vs KMI
+136.8%
-134.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.3% | +5.7% | +5.5% |
| 7D | -2.7% | -1.7% | -1.0% | -2.0% |
| 30D | 0.0% | -2.7% | +2.8% | +1.0% |
| 3M | -2.8% | -0.7% | -2.1% | -2.7% |
| 6M | -11.8% | -5.0% | -6.9% | -10.5% |
| YTD | -23.2% | +15.5% | -38.7% | -28.4% |
| 1Y | -62.0% | +16.4% | -78.4% | -64.7% |
| 3Y | -57.6% | +114.2% | -171.8% | -70.3% |
| 5Y | -53.4% | +153.3% | -206.6% | -70.0% |
| All | +2.0% | +136.8% | -134.8% | -38.6% |
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