+78.5%
KMI vs FIVE
+868.1%
-789.6%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.1% | -5.7% | -1.5% |
| 7D | -0.5% | +4.3% | -4.8% | -1.2% |
| 30D | +0.9% | +12.5% | -11.6% | -1.2% |
| 3M | 0.0% | +31.2% | -31.3% | -4.7% |
| 6M | -5.7% | +14.4% | -20.1% | -8.6% |
| YTD | +17.5% | +33.9% | -16.4% | +10.6% |
| 1Y | +22.3% | +65.1% | -42.8% | +10.7% |
| 3Y | +111.9% | +49.0% | +63.0% | +86.8% |
| 5Y | +151.8% | +30.3% | +121.6% | +120.2% |
| 10Y | +138.7% | +481.1% | -342.5% | +49.6% |
| All | +78.5% | +868.1% | -789.6% | +3.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling