+155.6%
KMI vs FICO
+544.1%
-388.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.3% |
| 7D | +0.2% | +4.0% | -3.7% | -0.6% |
| 30D | -3.7% | -1.5% | -2.1% | -3.7% |
| 3M | +1.2% | -29.8% | +31.0% | +6.6% |
| 6M | -0.3% | -33.3% | +33.0% | +4.8% |
| YTD | +19.2% | -56.9% | +76.1% | +37.8% |
| 1Y | +21.7% | -59.5% | +81.1% | +42.7% |
| 3Y | +120.4% | -26.9% | +147.3% | +104.1% |
| 5Y | +144.9% | +92.9% | +52.0% | +51.5% |
| 10Y | +155.6% | +539.5% | -383.9% | +5.1% |
| All | +155.6% | +544.1% | -388.5% | +5.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling