+154.3%
KMI vs FDX
+155.8%
-1.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.7% |
| 7D | +6.5% | +5.2% | +1.3% | +5.2% |
| 30D | -3.4% | +11.3% | -14.7% | -6.2% |
| 3M | +0.4% | -4.1% | +4.5% | +1.2% |
| 6M | -0.9% | +9.6% | -10.6% | -4.0% |
| YTD | +20.5% | +40.9% | -20.4% | +8.2% |
| 1Y | +23.2% | +53.0% | -29.8% | +8.0% |
| 3Y | +121.6% | +74.1% | +47.5% | +79.7% |
| 5Y | +149.1% | +75.1% | +74.0% | +94.6% |
| All | +154.3% | +155.8% | -1.5% | +44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 10y: compounded portfolio wealth divided by compounded FDX 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…
10y analysis · Full analysis span regression · 6 months rolling