+120.2%
KMI vs FLUT
-42.5%
+162.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.3% | +1.8% |
| 7D | -0.4% | +3.8% | -4.2% | -0.6% |
| 30D | +3.7% | +6.3% | -2.6% | +3.3% |
| 3M | +3.2% | -4.0% | +7.2% | +3.2% |
| 6M | -3.0% | -10.3% | +7.3% | -2.6% |
| YTD | +19.7% | -53.2% | +72.8% | +26.6% |
| 1Y | +25.6% | -65.0% | +90.7% | +36.5% |
| 3Y | +120.2% | -43.9% | +164.1% | +129.0% |
| All | +120.2% | -42.5% | +162.7% | +129.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling