+154.3%
KMI vs FLUT
-26.8%
+181.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.2% |
| 7D | +6.5% | -0.7% | +7.2% | +6.6% |
| 30D | -3.4% | +9.3% | -12.7% | -3.9% |
| 3M | +0.4% | -17.5% | +17.9% | +1.1% |
| 6M | -0.9% | -14.6% | +13.7% | -0.6% |
| YTD | +20.5% | -62.3% | +82.8% | +26.4% |
| 1Y | +23.2% | -59.6% | +82.8% | +28.6% |
| 3Y | +121.6% | -45.3% | +166.9% | +126.7% |
| 5Y | +149.1% | -50.4% | +199.5% | +151.8% |
| All | +154.3% | -26.8% | +181.1% | +159.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 10y: compounded portfolio wealth divided by compounded FLUT 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…
10y analysis · Full analysis span regression · 6 months rolling