+40.3%
KMI vs FCUV
-95.9%
+136.2%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -7.0% | +5.2% | -1.8% |
| 7D | -1.8% | -63.8% | +62.0% | -1.8% |
| 30D | +0.1% | -14.7% | +14.7% | +0.1% |
| 3M | +1.2% | +65.3% | -64.2% | +1.1% |
| 6M | -3.9% | -68.5% | +64.6% | -4.0% |
| YTD | +17.5% | -83.0% | +100.6% | +17.3% |
| 1Y | +22.6% | -94.4% | +117.1% | +22.4% |
| 3Y | +116.3% | -99.3% | +215.6% | +115.8% |
| 5Y | +157.6% | -99.9% | +257.5% | +156.7% |
| 10Y | +136.6% | -98.6% | +235.2% | +142.1% |
| All | +40.3% | -95.9% | +136.2% | +47.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling