+111.8%
KMI vs FIS
+73.9%
+37.9%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.3% |
| 7D | -0.5% | +1.1% | -1.6% | -0.9% |
| 30D | +0.9% | -2.2% | +3.1% | +1.5% |
| 3M | 0.0% | +2.1% | -2.2% | -1.5% |
| 6M | -5.7% | -14.7% | +9.0% | -1.7% |
| YTD | +17.5% | -35.7% | +53.2% | +34.8% |
| 1Y | +22.3% | -37.1% | +59.3% | +40.9% |
| 3Y | +111.9% | -20.0% | +131.9% | +116.6% |
| 5Y | +151.8% | -62.1% | +214.0% | +233.8% |
| 10Y | +138.7% | -37.4% | +176.0% | +152.5% |
| All | +111.8% | +73.9% | +37.9% | +45.1% |
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