+150.6%
KMI vs FCUV
-99.8%
+250.4%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.3% | -3.6% | -0.3% |
| 7D | -1.7% | -66.5% | +64.8% | -1.5% |
| 30D | -2.7% | +5.0% | -7.7% | -3.0% |
| 3M | -0.7% | +63.8% | -64.5% | -2.6% |
| 6M | -5.0% | -67.8% | +62.9% | -6.1% |
| YTD | +15.5% | -82.4% | +97.9% | +14.5% |
| 1Y | +16.4% | -94.7% | +111.2% | +16.2% |
| 3Y | +114.2% | -99.3% | +213.4% | +116.4% |
| All | +150.6% | -99.8% | +250.4% | +162.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV 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 FCUV 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