+130.2%
KMI vs FLUT
-11.0%
+141.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.4% |
| 7D | -2.1% | -3.6% | +1.5% | -1.9% |
| 30D | -1.7% | -0.3% | -1.3% | -1.7% |
| 3M | -1.9% | -12.6% | +10.7% | -1.4% |
| 6M | -4.3% | -8.0% | +3.6% | -4.2% |
| YTD | +15.8% | -54.1% | +69.9% | +20.5% |
| 1Y | +17.6% | -66.1% | +83.7% | +24.4% |
| 3Y | +113.1% | -45.0% | +158.1% | +118.1% |
| 5Y | +154.0% | -51.2% | +205.2% | +156.3% |
| All | +130.2% | -11.0% | +141.2% | +132.2% |
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