+652.8%
FLEX vs KMI
+156.2%
+496.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.3% | +2.5% | +3.1% |
| 7D | +2.2% | +0.2% | +2.0% | +2.4% |
| 30D | -32.6% | -3.7% | -29.0% | -31.1% |
| 3M | -35.5% | +1.2% | -36.7% | -35.9% |
| 6M | -45.6% | -0.3% | -45.3% | -46.1% |
| YTD | +30.7% | +19.2% | +11.5% | +15.4% |
| 1Y | +28.4% | +21.7% | +6.7% | +11.7% |
| 3Y | +301.7% | +120.4% | +181.3% | +141.3% |
| 5Y | +473.3% | +144.9% | +328.4% | +218.5% |
| All | +652.8% | +156.2% | +496.6% | +272.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling