+154.3%
KMI vs FE
+126.1%
+28.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.7% |
| 7D | +6.5% | +1.2% | +5.3% | +6.0% |
| 30D | -3.4% | +4.5% | -8.0% | -5.1% |
| 3M | +0.4% | +1.3% | -1.0% | -0.2% |
| 6M | -0.9% | +8.7% | -9.6% | -4.2% |
| YTD | +20.5% | +9.2% | +11.3% | +16.0% |
| 1Y | +23.2% | +7.0% | +16.2% | +19.5% |
| 3Y | +121.6% | +51.4% | +70.2% | +85.5% |
| 5Y | +149.1% | +47.7% | +101.4% | +109.2% |
| All | +154.3% | +126.1% | +28.2% | +93.2% |
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