+1,189.4%
FLEX vs KMI
+113.4%
+1,076.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -1.7% |
| 7D | +17.1% | +6.0% | +11.0% | +14.0% |
| 30D | -29.5% | -3.4% | -26.1% | -28.3% |
| 3M | -37.3% | +1.8% | -39.0% | -37.7% |
| 6M | -44.1% | +0.4% | -44.5% | -44.6% |
| YTD | +29.3% | +20.8% | +8.5% | +16.4% |
| 1Y | +24.2% | +23.0% | +1.2% | +10.6% |
| 3Y | +297.3% | +123.3% | +174.0% | +165.0% |
| 5Y | +446.2% | +149.8% | +296.4% | +243.5% |
| 10Y | +643.7% | +159.0% | +484.7% | +338.3% |
| All | +1,189.4% | +113.4% | +1,076.0% | +592.4% |
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 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