+154.3%
KMI vs FHN
+81.8%
+72.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.5% |
| 7D | +6.5% | +2.1% | +4.4% | +5.8% |
| 30D | -3.4% | +3.8% | -7.2% | -4.7% |
| 3M | +0.4% | -8.9% | +9.3% | +3.5% |
| 6M | -0.9% | +1.8% | -2.7% | -1.9% |
| YTD | +20.5% | +0.6% | +19.9% | +19.2% |
| 1Y | +23.2% | +12.9% | +10.2% | +16.8% |
| 3Y | +121.6% | +126.4% | -4.8% | +58.4% |
| 5Y | +149.1% | +62.3% | +86.8% | +82.6% |
| All | +154.3% | +81.8% | +72.5% | +48.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 FHN 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