+131.6%
KMI vs FE
+43.6%
+87.9%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.3% | -0.6% |
| 7D | -10.8% | 0.0% | -10.7% | -10.8% |
| 30D | -5.0% | +5.2% | -10.2% | -6.9% |
| 3M | -3.4% | 0.0% | -3.3% | -3.5% |
| 6M | -3.4% | +5.0% | -8.4% | -5.5% |
| YTD | +13.1% | +7.9% | +5.2% | +9.1% |
| 1Y | +19.0% | +6.3% | +12.7% | +15.5% |
| 3Y | +106.1% | +46.0% | +60.1% | +71.2% |
| All | +131.6% | +43.6% | +87.9% | +90.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling