+117.2%
KMI vs FDS
+285.0%
-167.7%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | +6.5% | +1.5% | +5.1% | +6.1% |
| 30D | -3.4% | +14.8% | -18.3% | -7.9% |
| 3M | +0.4% | +16.3% | -15.9% | -5.2% |
| 6M | -0.9% | +66.2% | -67.2% | -18.5% |
| YTD | +20.5% | +16.2% | +4.3% | +10.7% |
| 1Y | +23.2% | +21.8% | +1.3% | +10.7% |
| 3Y | +121.6% | -23.9% | +145.5% | +134.7% |
| 5Y | +149.1% | -23.1% | +172.2% | +157.2% |
| 10Y | +158.3% | +128.7% | +29.6% | +62.1% |
| All | +117.2% | +285.0% | -167.7% | +4.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling