+157.6%
KMI vs FDX
+63.0%
+94.6%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.2% | -1.6% |
| 7D | -1.8% | -2.3% | +0.6% | -1.5% |
| 30D | +0.1% | -4.9% | +5.0% | +0.7% |
| 3M | +1.2% | -6.5% | +7.6% | +1.9% |
| 6M | -3.9% | +6.7% | -10.6% | -5.2% |
| YTD | +17.5% | +33.9% | -16.4% | +12.0% |
| 1Y | +22.6% | +72.2% | -49.5% | +12.3% |
| 3Y | +116.3% | +60.2% | +56.1% | +95.1% |
| 5Y | +157.6% | +62.9% | +94.7% | +117.8% |
| All | +157.6% | +63.0% | +94.6% | +117.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling