+136.6%
KMI vs FIVE
+486.0%
-349.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.7% | +1.0% | -1.3% |
| 7D | -1.8% | +1.7% | -3.4% | -2.0% |
| 30D | +0.1% | +5.0% | -4.9% | -0.9% |
| 3M | +1.2% | +29.5% | -28.3% | -3.5% |
| 6M | -3.9% | +12.4% | -16.3% | -6.8% |
| YTD | +17.5% | +31.2% | -13.7% | +10.7% |
| 1Y | +22.6% | +72.9% | -50.2% | +9.6% |
| 3Y | +116.3% | +53.0% | +63.3% | +88.8% |
| 5Y | +157.6% | +34.2% | +123.4% | +122.5% |
| 10Y | +136.6% | +497.6% | -361.1% | +42.4% |
| All | +136.6% | +486.0% | -349.4% | +42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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