+157.6%
KMI vs FDS
-23.5%
+181.1%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.4% | +1.6% | -1.4% |
| 7D | -1.8% | -8.8% | +7.0% | -0.7% |
| 30D | +0.1% | -1.4% | +1.4% | +0.1% |
| 3M | +1.2% | +13.9% | -12.7% | -1.0% |
| 6M | -3.9% | +27.4% | -31.3% | -8.2% |
| YTD | +17.5% | -2.5% | +20.0% | +18.3% |
| 1Y | +22.6% | -23.8% | +46.4% | +30.9% |
| 3Y | +116.3% | -32.5% | +148.8% | +135.9% |
| 5Y | +157.6% | -23.2% | +180.8% | +176.2% |
| All | +157.6% | -23.5% | +181.1% | +176.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling