+111.8%
KMI vs FHN
+225.8%
-114.0%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.6% | -0.6% |
| 7D | -0.5% | +1.2% | -1.7% | -0.9% |
| 30D | +0.9% | -4.7% | +5.6% | +2.5% |
| 3M | 0.0% | +3.5% | -3.6% | -1.3% |
| 6M | -5.7% | +7.8% | -13.5% | -8.5% |
| YTD | +17.5% | +5.9% | +11.6% | +14.4% |
| 1Y | +22.3% | +12.5% | +9.8% | +15.9% |
| 3Y | +111.9% | +117.2% | -5.3% | +55.4% |
| 5Y | +151.8% | +86.5% | +65.3% | +78.1% |
| 10Y | +138.7% | +125.7% | +12.9% | +39.6% |
| All | +111.8% | +225.8% | -114.0% | +3.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling