+157.6%
KMI vs FE
+46.0%
+111.6%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.6% |
| 7D | -1.8% | -0.2% | -1.6% | -1.7% |
| 30D | +0.1% | -1.2% | +1.2% | +0.5% |
| 3M | +1.2% | +1.7% | -0.5% | +0.4% |
| 6M | -3.9% | -7.5% | +3.6% | -1.1% |
| YTD | +17.5% | +6.3% | +11.2% | +14.1% |
| 1Y | +22.6% | +10.9% | +11.8% | +17.1% |
| 3Y | +116.3% | +46.9% | +69.3% | +79.5% |
| 5Y | +157.6% | +47.6% | +110.0% | +118.9% |
| All | +157.6% | +46.0% | +111.6% | +118.9% |
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 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