+154.3%
KMI vs FITB
+212.2%
-57.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.7% |
| 7D | +6.5% | +2.8% | +3.8% | +5.3% |
| 30D | -3.4% | +9.8% | -13.2% | -7.2% |
| 3M | +0.4% | -5.2% | +5.5% | +2.3% |
| 6M | -0.9% | +17.3% | -18.3% | -7.9% |
| YTD | +20.5% | +19.3% | +1.2% | +9.9% |
| 1Y | +23.2% | +32.7% | -9.5% | +7.1% |
| 3Y | +121.6% | +141.6% | -20.0% | +43.3% |
| 5Y | +149.1% | +48.9% | +100.2% | +91.6% |
| All | +154.3% | +212.2% | -57.9% | +16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 10y: compounded portfolio wealth divided by compounded FITB 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…
10y analysis · Full analysis span regression · 6 months rolling