+121.6%
KMI vs FIS
-38.7%
+160.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.2% | -4.4% | -0.7% |
| 7D | +6.5% | +2.8% | +3.7% | +6.1% |
| 30D | -3.4% | -16.7% | +13.3% | -1.9% |
| 3M | +0.4% | -32.3% | +32.7% | +4.2% |
| 6M | -0.9% | -29.1% | +28.1% | +2.1% |
| YTD | +20.5% | -54.1% | +74.6% | +33.2% |
| 1Y | +23.2% | -53.7% | +76.9% | +35.9% |
| 3Y | +121.6% | -38.8% | +160.5% | +114.0% |
| All | +121.6% | -38.7% | +160.3% | +114.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 3y: compounded portfolio wealth divided by compounded FIS 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…
3y analysis · Full analysis span regression · 6 months rolling