+130.2%
KMI vs FDX
+182.3%
-52.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -1.7% |
| 7D | -2.1% | -3.9% | +1.8% | -1.1% |
| 30D | -1.7% | -3.3% | +1.6% | -0.9% |
| 3M | -1.9% | -2.0% | +0.1% | -1.7% |
| 6M | -4.3% | +8.0% | -12.4% | -7.2% |
| YTD | +15.8% | +35.0% | -19.2% | +5.3% |
| 1Y | +17.6% | +73.7% | -56.1% | -0.7% |
| 3Y | +113.1% | +61.6% | +51.5% | +76.5% |
| 5Y | +154.0% | +65.4% | +88.6% | +101.3% |
| All | +130.2% | +182.3% | -52.1% | +31.8% |
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