+3,553.2%
FIX vs KMI
+158.9%
+3,394.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.2% |
| 7D | +9.4% | +6.5% | +2.9% | +5.5% |
| 30D | -27.8% | -3.4% | -24.3% | -26.2% |
| 3M | -35.6% | +0.4% | -35.9% | -35.7% |
| 6M | -45.2% | -0.9% | -44.3% | -45.4% |
| YTD | +19.5% | +20.5% | -1.0% | +5.5% |
| 1Y | +24.2% | +23.2% | +1.1% | +8.0% |
| 3Y | +494.2% | +121.6% | +372.5% | +273.5% |
| 5Y | +1,036.1% | +149.1% | +887.1% | +557.3% |
| All | +3,553.2% | +158.9% | +3,394.3% | +1,856.9% |
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 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