+22.6%
KMI vs FIVE
+64.7%
-42.1%
-10.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.7% | +1.0% | -1.8% |
| 7D | -1.8% | +1.7% | -3.4% | -1.8% |
| 30D | +0.1% | +5.0% | -4.9% | +0.1% |
| 3M | +1.2% | +29.5% | -28.3% | +0.7% |
| 6M | -3.9% | +12.4% | -16.3% | -4.3% |
| YTD | +17.5% | +31.2% | -13.7% | +16.1% |
| 1Y | +22.6% | +72.9% | -50.2% | +18.6% |
| All | +22.6% | +64.7% | -42.1% | +18.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling