+111.8%
KMI vs FDS
+249.4%
-137.6%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.5% | +2.9% | +0.5% |
| 7D | -0.5% | -1.9% | +1.4% | +0.1% |
| 30D | +0.9% | +9.0% | -8.1% | -2.1% |
| 3M | 0.0% | +18.9% | -18.9% | -6.7% |
| 6M | -5.7% | +35.1% | -40.8% | -17.0% |
| YTD | +17.5% | +5.5% | +12.0% | +12.0% |
| 1Y | +22.3% | -16.8% | +39.1% | +26.7% |
| 3Y | +111.9% | -28.1% | +140.0% | +128.9% |
| 5Y | +151.8% | -17.4% | +169.3% | +150.2% |
| 10Y | +138.7% | +85.4% | +53.2% | +62.3% |
| All | +111.8% | +249.4% | -137.6% | +5.7% |
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