+129.5%
KMI vs FFIV
+249.4%
-119.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.3% | -3.6% | -1.3% |
| 7D | -1.7% | +5.4% | -7.2% | -3.3% |
| 30D | -2.7% | -2.7% | -0.1% | -2.1% |
| 3M | -0.7% | +4.5% | -5.2% | -2.7% |
| 6M | -5.0% | +42.2% | -47.2% | -15.9% |
| YTD | +15.5% | +61.3% | -45.8% | -2.5% |
| 1Y | +16.4% | +23.0% | -6.6% | +6.8% |
| 3Y | +114.2% | +156.3% | -42.1% | +48.5% |
| 5Y | +153.3% | +102.9% | +50.4% | +85.3% |
| All | +129.5% | +249.4% | -119.9% | +27.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling