+120.2%
KMI vs FDS
-30.4%
+150.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.3% | +6.1% | +2.1% |
| 7D | -0.4% | -5.4% | +5.0% | -0.1% |
| 30D | +3.7% | +1.6% | +2.1% | +3.5% |
| 3M | +3.2% | +17.7% | -14.6% | +1.9% |
| 6M | -3.0% | +29.1% | -32.0% | -5.2% |
| YTD | +19.7% | +1.0% | +18.7% | +21.5% |
| 1Y | +25.6% | -21.6% | +47.2% | +34.7% |
| 3Y | +120.2% | -30.1% | +150.3% | +137.5% |
| All | +120.2% | -30.4% | +150.6% | +137.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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