+142.0%
KMI vs FE
+110.9%
+31.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.1% | +4.0% | +4.1% |
| 7D | -5.1% | -0.5% | -4.6% | -4.9% |
| 30D | -3.1% | +4.3% | -7.5% | -4.7% |
| 3M | +0.2% | +0.4% | -0.1% | 0.0% |
| 6M | +1.1% | +6.9% | -5.8% | -1.7% |
| YTD | +17.7% | +8.0% | +9.7% | +13.8% |
| 1Y | +19.6% | +4.8% | +14.8% | +16.9% |
| 3Y | +117.6% | +49.0% | +68.6% | +83.3% |
| 5Y | +143.1% | +46.2% | +96.9% | +104.9% |
| 10Y | +142.0% | +120.9% | +21.2% | +83.9% |
| All | +142.0% | +110.9% | +31.2% | +83.9% |
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