+137.4%
KMI vs FGI
-74.8%
+212.2%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -25.2% | +24.9% | -0.1% |
| 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% | +0.6% |
| 6M | -0.9% | +5.2% | -6.1% | -1.3% |
| YTD | +20.5% | +10.5% | +10.0% | +19.7% |
| 1Y | +23.2% | +25.5% | -2.3% | +22.0% |
| 3Y | +121.6% | -16.0% | +137.6% | +118.0% |
| All | +137.4% | -74.8% | +212.2% | +134.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling