+117.2%
KMI vs FIS
+24.1%
+93.2%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.2% | -4.4% | -1.6% |
| 7D | +6.5% | +2.8% | +3.7% | +5.3% |
| 30D | -3.4% | -16.7% | +13.3% | +0.8% |
| 3M | +0.4% | -32.3% | +32.7% | +11.9% |
| 6M | -0.9% | -29.1% | +28.1% | +7.9% |
| YTD | +20.5% | -54.1% | +74.6% | +51.7% |
| 1Y | +23.2% | -53.7% | +76.9% | +54.3% |
| 3Y | +121.6% | -38.8% | +160.5% | +142.4% |
| 5Y | +149.1% | -71.1% | +220.2% | +251.7% |
| 10Y | +158.3% | -53.1% | +211.3% | +194.0% |
| All | +117.2% | +24.1% | +93.2% | +63.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling