+131.6%
KMI vs FICO
+81.4%
+50.1%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | -10.8% | -0.9% | -9.8% | -10.7% |
| 30D | -5.0% | +3.3% | -8.4% | -5.4% |
| 3M | -3.4% | -31.7% | +28.4% | -1.2% |
| 6M | -3.4% | -34.0% | +30.6% | -1.5% |
| YTD | +13.1% | -58.3% | +71.4% | +20.9% |
| 1Y | +19.0% | -57.9% | +77.0% | +27.0% |
| 3Y | +106.1% | -24.1% | +130.2% | +99.6% |
| All | +131.6% | +81.4% | +50.1% | +92.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling