+448.7%
FIX vs KMI
+102.8%
+345.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.8% | +6.2% | +5.9% |
| 7D | -17.5% | -10.8% | -6.7% | -11.0% |
| 30D | -41.6% | -5.0% | -36.6% | -39.6% |
| 3M | -40.6% | -3.4% | -37.2% | -39.4% |
| 6M | -49.4% | -3.4% | -46.0% | -48.9% |
| YTD | +9.2% | +13.1% | -3.9% | -3.1% |
| 1Y | +6.5% | +19.0% | -12.6% | -9.6% |
| 3Y | +448.7% | +106.1% | +342.6% | +272.5% |
| All | +448.7% | +102.8% | +345.9% | +272.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling