+120.2%
KMI vs FDX
+62.0%
+58.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.6% | +4.4% | +2.0% |
| 7D | -0.4% | -3.3% | +2.9% | -0.2% |
| 30D | +3.7% | -1.4% | +5.1% | +3.7% |
| 3M | +3.2% | -4.5% | +7.7% | +3.4% |
| 6M | -3.0% | +9.4% | -12.4% | -3.8% |
| YTD | +19.7% | +36.0% | -16.4% | +16.7% |
| 1Y | +25.6% | +75.5% | -49.9% | +19.9% |
| 3Y | +120.2% | +62.8% | +57.4% | +103.7% |
| All | +120.2% | +62.0% | +58.2% | +103.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling