+140.9%
KMI vs FE
+111.4%
+29.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +2.1% |
| 7D | -0.4% | +0.6% | -1.0% | -0.6% |
| 30D | +3.7% | -2.1% | +5.8% | +4.5% |
| 3M | +3.2% | +2.6% | +0.5% | +2.1% |
| 6M | -3.0% | -6.8% | +3.8% | -0.6% |
| YTD | +19.7% | +6.9% | +12.8% | +16.2% |
| 1Y | +25.6% | +11.6% | +14.1% | +20.0% |
| 3Y | +120.2% | +47.7% | +72.5% | +86.6% |
| 5Y | +160.5% | +46.2% | +114.3% | +120.2% |
| All | +140.9% | +111.4% | +29.4% | +84.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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