+14,416.2%
FIX vs KMI
+107.5%
+14,308.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.5% | +2.2% |
| 7D | +6.0% | -0.5% | +6.5% | +6.3% |
| 30D | -7.2% | +0.9% | -8.1% | -7.7% |
| 3M | -15.9% | 0.0% | -15.8% | -16.4% |
| 6M | +12.7% | -5.7% | +18.4% | +14.7% |
| YTD | +72.8% | +17.5% | +55.3% | +59.0% |
| 1Y | +122.9% | +22.3% | +100.6% | +100.5% |
| 3Y | +774.3% | +111.9% | +662.4% | +530.3% |
| 5Y | +2,049.5% | +151.8% | +1,897.6% | +1,332.5% |
| 10Y | +5,821.5% | +138.7% | +5,682.8% | +3,750.2% |
| All | +14,416.2% | +107.5% | +14,308.7% | +8,907.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling