+80.4%
KMI vs FIVN
+292.8%
-212.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -6.1% | +8.0% | +2.3% |
| 7D | -0.4% | -8.2% | +7.9% | +0.2% |
| 30D | +3.7% | -8.1% | +11.8% | +4.1% |
| 3M | +3.2% | +34.9% | -31.7% | +0.5% |
| 6M | -3.0% | +72.6% | -75.6% | -7.8% |
| YTD | +19.7% | +55.8% | -36.1% | +14.3% |
| 1Y | +25.6% | +17.1% | +8.5% | +22.4% |
| 3Y | +120.2% | -54.3% | +174.5% | +127.1% |
| 5Y | +160.5% | -81.6% | +242.0% | +181.4% |
| 10Y | +134.8% | +109.2% | +25.6% | +89.1% |
| All | +80.4% | +292.8% | -212.4% | +33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN 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 FIVN 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