+114.2%
KMI vs FLNC
-62.9%
+177.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.5% | -2.8% | -0.3% |
| 7D | -1.7% | -4.1% | +2.3% | -1.7% |
| 30D | -2.7% | -24.8% | +22.0% | -2.5% |
| 3M | -0.7% | -59.1% | +58.4% | +0.3% |
| 6M | -5.0% | -42.0% | +37.0% | -5.0% |
| YTD | +15.5% | -49.8% | +65.3% | +15.5% |
| 1Y | +16.4% | +43.1% | -26.7% | +13.2% |
| 3Y | +114.2% | -61.0% | +175.1% | +113.8% |
| All | +114.2% | -62.9% | +177.0% | +113.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 3y: compounded portfolio wealth divided by compounded FLNC 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…
3y analysis · Full analysis span regression · 6 months rolling