+16.3%
FIX vs KMI
+23.2%
-6.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.3% | -4.1% | -3.2% |
| 7D | +17.0% | +6.0% | +11.0% | +15.0% |
| 30D | -30.6% | -3.4% | -27.2% | -30.4% |
| 3M | -35.0% | +1.8% | -36.8% | -35.3% |
| 6M | -44.0% | +0.4% | -44.4% | -44.5% |
| YTD | +21.1% | +20.8% | +0.3% | +15.8% |
| 1Y | +16.3% | +23.0% | -6.7% | +11.5% |
| All | +16.3% | +23.2% | -6.9% | +11.5% |
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