+2,105.4%
FIX vs KMI
+152.8%
+1,952.7%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.5% | +2.3% |
| 7D | +6.0% | -0.5% | +6.5% | +6.3% |
| 30D | -7.2% | +0.9% | -8.1% | -7.9% |
| 3M | -15.9% | 0.0% | -15.8% | -16.6% |
| 6M | +12.7% | -5.7% | +18.4% | +15.3% |
| YTD | +72.8% | +17.5% | +55.3% | +53.2% |
| 1Y | +122.9% | +22.3% | +100.6% | +91.0% |
| 3Y | +774.3% | +111.9% | +662.4% | +475.2% |
| All | +2,105.4% | +152.8% | +1,952.7% | +1,124.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling