+26.6%
KMI vs FFIV
+33.5%
-6.9%
-11.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.7% | -4.1% |
| 7D | -5.2% | -9.8% | +4.6% | -4.9% |
| 30D | +1.2% | -28.1% | +29.3% | +2.3% |
| 3M | +1.3% | -20.0% | +21.4% | +1.9% |
| 6M | -1.1% | -0.1% | -1.1% | -1.9% |
| YTD | +19.0% | +29.2% | -10.2% | +16.2% |
| 1Y | +26.6% | +36.6% | -10.0% | +23.8% |
| All | +26.6% | +33.5% | -6.9% | +23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 1y: compounded portfolio wealth divided by compounded FFIV 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…
1y analysis · Full analysis span regression · 6 months rolling