+154.0%
KMI vs FLR
+230.6%
-76.6%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.3% | +0.9% | -1.1% |
| 7D | -2.1% | -6.9% | +4.8% | -1.0% |
| 30D | -1.7% | +1.1% | -2.8% | -1.9% |
| 3M | -1.9% | +14.3% | -16.2% | -4.6% |
| 6M | -4.3% | +19.1% | -23.5% | -8.4% |
| YTD | +15.8% | +35.1% | -19.3% | +8.0% |
| 1Y | +17.6% | +29.5% | -11.9% | +9.8% |
| 3Y | +113.1% | +53.0% | +60.1% | +82.7% |
| 5Y | +154.0% | +238.9% | -84.9% | +78.5% |
| All | +154.0% | +230.6% | -76.6% | +78.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 5y: compounded portfolio wealth divided by compounded FLR 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…
5y analysis · Full analysis span regression · 6 months rolling