+478.1%
FLEX vs KMI
+121.9%
+356.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.8% | +2.5% | +3.9% |
| 7D | +7.0% | -0.4% | +7.3% | +7.1% |
| 30D | -5.8% | +3.7% | -9.5% | -6.8% |
| 3M | -24.2% | +3.2% | -27.4% | -25.3% |
| 6M | +90.8% | -3.0% | +93.8% | +91.4% |
| YTD | +89.2% | +19.7% | +69.5% | +71.5% |
| 1Y | +104.7% | +25.6% | +79.1% | +79.8% |
| 3Y | +478.1% | +120.2% | +357.9% | +359.4% |
| All | +478.1% | +121.9% | +356.2% | +359.4% |
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