+133.1%
KMI vs FLNC
-70.4%
+203.5%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.5% | -2.8% | -0.4% |
| 7D | -1.7% | -4.1% | +2.3% | -1.6% |
| 30D | -2.7% | -24.8% | +22.0% | -1.9% |
| 3M | -0.7% | -59.1% | +58.4% | +1.9% |
| 6M | -5.0% | -42.0% | +37.0% | -4.7% |
| YTD | +15.5% | -49.8% | +65.3% | +15.7% |
| 1Y | +16.4% | +43.1% | -26.7% | +9.8% |
| 3Y | +114.2% | -61.0% | +175.1% | +107.3% |
| All | +133.1% | -70.4% | +203.5% | +118.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling