+13.8%
FIX vs KMI
+21.9%
-8.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.0% | -2.7% | -1.2% |
| 7D | -13.9% | -5.1% | -8.8% | -13.0% |
| 30D | -35.5% | -3.1% | -32.4% | -35.0% |
| 3M | -33.9% | +0.2% | -34.2% | -33.7% |
| 6M | -43.3% | +1.1% | -44.4% | -43.9% |
| YTD | +18.7% | +17.7% | +0.9% | +13.9% |
| 1Y | +13.8% | +19.6% | -5.8% | +9.1% |
| All | +13.8% | +21.9% | -8.1% | +9.1% |
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