+121.6%
KMI vs FGI
-16.0%
+137.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -25.2% | +24.9% | -0.2% |
| 7D | +6.5% | -14.4% | +20.9% | +6.6% |
| 30D | -3.4% | -11.8% | +8.3% | -3.4% |
| 3M | +0.4% | -46.2% | +46.6% | +0.4% |
| 6M | -0.9% | +5.2% | -6.1% | -0.9% |
| YTD | +20.5% | +10.5% | +10.0% | +20.6% |
| 1Y | +23.2% | +25.5% | -2.3% | +23.3% |
| 3Y | +121.6% | -16.0% | +137.6% | +122.6% |
| All | +121.6% | -16.0% | +137.6% | +122.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 3y: compounded portfolio wealth divided by compounded FGI 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…
3y analysis · Full analysis span regression · 6 months rolling