+466.6%
FLEX vs KMI
+141.1%
+325.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.0% | -4.7% | -3.6% |
| 7D | -13.6% | -5.1% | -8.5% | -11.3% |
| 30D | -36.5% | -3.1% | -33.4% | -35.5% |
| 3M | -36.4% | +0.2% | -36.7% | -36.4% |
| 6M | -46.5% | +1.1% | -47.6% | -47.3% |
| YTD | +25.9% | +17.7% | +8.2% | +13.1% |
| 1Y | +19.6% | +19.6% | 0.0% | +6.2% |
| 3Y | +287.0% | +117.6% | +169.4% | +144.5% |
| 5Y | +466.6% | +143.1% | +323.5% | +238.6% |
| All | +466.6% | +141.1% | +325.5% | +238.6% |
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