+111.8%
KMI vs FICO
+3,652.5%
-3,540.7%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -16.7% | +16.0% | +3.2% |
| 7D | -0.5% | -19.2% | +18.7% | +4.1% |
| 30D | +0.9% | -14.6% | +15.5% | +3.9% |
| 3M | 0.0% | -20.1% | +20.1% | +3.5% |
| 6M | -5.7% | -36.3% | +30.6% | +1.8% |
| YTD | +17.5% | -44.9% | +62.3% | +31.0% |
| 1Y | +22.3% | -38.6% | +60.9% | +30.8% |
| 3Y | +111.9% | +4.0% | +108.0% | +86.0% |
| 5Y | +151.8% | +99.5% | +52.3% | +72.6% |
| 10Y | +138.7% | +604.7% | -466.0% | +7.0% |
| All | +111.8% | +3,652.5% | -3,540.7% | -36.7% |
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