+111.9%
KMI vs FLR
-11.4%
+123.3%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.2% | +1.4% | -1.0% |
| 7D | -1.8% | -3.1% | +1.4% | -1.0% |
| 30D | +0.1% | +4.9% | -4.9% | -1.2% |
| 3M | +1.2% | +10.8% | -9.7% | -2.6% |
| 6M | -3.9% | +19.7% | -23.6% | -10.2% |
| YTD | +17.5% | +38.4% | -20.8% | +5.5% |
| 1Y | +22.6% | +34.7% | -12.0% | +10.0% |
| 3Y | +116.3% | +56.7% | +59.6% | +76.6% |
| 5Y | +157.6% | +241.6% | -84.0% | +64.1% |
| 10Y | +136.6% | +20.2% | +116.4% | +62.9% |
| All | +111.9% | -11.4% | +123.3% | +46.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling