+71.8%
KMI vs FIVE
+822.5%
-750.6%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | -10.8% | -0.3% | -10.5% | -10.8% |
| 30D | -5.0% | +17.7% | -22.7% | -7.6% |
| 3M | -3.4% | +4.0% | -7.3% | -4.4% |
| 6M | -3.4% | +2.6% | -6.0% | -4.7% |
| YTD | +13.1% | +27.6% | -14.5% | +7.1% |
| 1Y | +19.0% | +59.9% | -40.9% | +8.4% |
| 3Y | +106.1% | +35.8% | +70.4% | +84.5% |
| 5Y | +130.1% | +14.4% | +115.6% | +106.6% |
| 10Y | +151.9% | +576.1% | -424.2% | +54.6% |
| All | +71.8% | +822.5% | -750.6% | +0.4% |
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 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