+117.9%
KMI vs FITB
+488.2%
-370.3%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.7% |
| 7D | +6.0% | +0.8% | +5.2% | +5.7% |
| 30D | -3.4% | +7.3% | -10.7% | -6.2% |
| 3M | +1.8% | -6.3% | +8.1% | +4.2% |
| 6M | +0.4% | +12.6% | -12.1% | -4.8% |
| YTD | +20.8% | +18.0% | +2.8% | +11.2% |
| 1Y | +23.0% | +28.9% | -5.9% | +8.9% |
| 3Y | +123.3% | +139.4% | -16.1% | +48.8% |
| 5Y | +149.8% | +47.2% | +102.6% | +95.7% |
| 10Y | +159.0% | +213.0% | -54.0% | +30.7% |
| All | +117.9% | +488.2% | -370.3% | -17.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling