+105.5%
KMI vs FICO
+2,747.4%
-2,642.0%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.9% | -5.1% | -4.4% |
| 7D | -10.3% | -0.3% | -10.1% | -10.3% |
| 30D | -5.3% | +1.7% | -7.0% | -6.2% |
| 3M | -2.1% | -35.2% | +33.1% | +5.2% |
| 6M | -4.8% | -33.7% | +28.9% | +0.3% |
| YTD | +14.0% | -58.2% | +72.1% | +32.6% |
| 1Y | +20.9% | -56.6% | +77.4% | +39.0% |
| 3Y | +105.3% | -24.0% | +129.2% | +90.7% |
| 5Y | +131.8% | +86.1% | +45.8% | +54.6% |
| 10Y | +153.9% | +522.8% | -369.0% | +14.3% |
| All | +105.5% | +2,747.4% | -2,642.0% | -35.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling