+142.0%
KMI vs FIVE
+562.8%
-420.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.0% |
| 7D | -5.1% | +7.3% | -12.4% | -6.3% |
| 30D | -3.1% | +18.1% | -21.2% | -5.9% |
| 3M | +0.2% | +7.7% | -7.5% | -1.3% |
| 6M | +1.1% | +13.6% | -12.5% | -2.0% |
| YTD | +17.7% | +34.6% | -16.9% | +10.3% |
| 1Y | +19.6% | +66.2% | -46.6% | +7.8% |
| 3Y | +117.6% | +43.5% | +74.1% | +93.2% |
| 5Y | +143.1% | +20.7% | +122.4% | +117.2% |
| 10Y | +142.0% | +541.5% | -399.4% | +53.6% |
| All | +142.0% | +562.8% | -420.7% | +53.6% |
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