+139.6%
KMI vs FICO
+544.0%
-404.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.7% | -0.7% | +1.5% |
| 7D | -6.5% | -0.1% | -6.5% | -6.5% |
| 30D | -5.1% | +8.4% | -13.5% | -7.1% |
| 3M | 0.0% | -30.5% | +30.5% | +5.5% |
| 6M | -0.9% | -35.7% | +34.8% | +5.1% |
| YTD | +15.4% | -57.2% | +72.6% | +33.5% |
| 1Y | +19.5% | -58.4% | +77.9% | +39.1% |
| 3Y | +116.3% | -24.8% | +141.1% | +98.4% |
| 5Y | +136.6% | +79.3% | +57.3% | +50.7% |
| 10Y | +139.6% | +531.6% | -392.1% | -0.2% |
| All | +139.6% | +544.0% | -404.4% | -0.2% |
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