+19.6%
KMI vs FICO
-58.1%
+77.7%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.0% | +1.1% | +2.0% |
| 7D | -5.1% | +0.9% | -6.0% | -5.1% |
| 30D | -3.1% | +9.4% | -12.6% | -3.0% |
| 3M | +0.2% | -30.4% | +30.6% | -0.7% |
| 6M | +1.1% | -35.1% | +36.2% | +0.4% |
| YTD | +17.7% | -56.8% | +74.5% | +19.2% |
| 1Y | +19.6% | -58.4% | +78.0% | +21.1% |
| All | +19.6% | -58.1% | +77.7% | +21.1% |
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 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