+22.3%
KMI vs FICO
-39.1%
+61.4%
-10.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -16.7% | +16.0% | -1.0% |
| 7D | -0.5% | -19.2% | +18.7% | -1.0% |
| 30D | +0.9% | -14.6% | +15.5% | +0.6% |
| 3M | 0.0% | -20.1% | +20.1% | -0.3% |
| 6M | -5.7% | -36.3% | +30.6% | -5.5% |
| YTD | +17.5% | -44.9% | +62.3% | +17.9% |
| 1Y | +22.3% | -38.6% | +60.9% | +23.5% |
| All | +22.3% | -39.1% | +61.4% | +23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 1y: compounded portfolio wealth divided by compounded FICO 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…
1y analysis · Full analysis span regression · 6 months rolling