+115.0%
KMI vs FFIV
+151.8%
-36.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +1.1% |
| 7D | +0.2% | -2.9% | +3.2% | +0.9% |
| 30D | -3.7% | -32.4% | +28.8% | +4.8% |
| 3M | +1.2% | -22.7% | +23.9% | +6.3% |
| 6M | -0.3% | -10.7% | +10.4% | +0.7% |
| YTD | +19.2% | +25.4% | -6.1% | +9.8% |
| 1Y | +21.7% | +34.2% | -12.5% | +10.1% |
| 3Y | +120.4% | +101.2% | +19.2% | +76.3% |
| 5Y | +144.9% | +42.0% | +102.9% | +110.1% |
| 10Y | +155.6% | +126.7% | +28.9% | +87.0% |
| All | +115.0% | +151.8% | -36.8% | +39.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling