+130.7%
FIX vs KMI
+24.4%
+106.4%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.8% | +0.5% | +2.5% |
| 7D | +6.1% | -0.4% | +6.4% | +6.0% |
| 30D | -2.7% | +3.7% | -6.3% | -2.5% |
| 3M | -10.9% | +3.2% | -14.1% | -11.2% |
| 6M | +29.0% | -3.0% | +32.0% | +28.8% |
| YTD | +76.9% | +19.7% | +57.2% | +80.0% |
| 1Y | +130.7% | +25.6% | +105.1% | +141.6% |
| All | +130.7% | +24.4% | +106.4% | +141.6% |
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 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