+111.8%
KMI vs FLUT
+159.8%
-48.0%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.5% | -0.6% |
| 7D | -0.5% | -1.6% | +1.1% | -0.5% |
| 30D | +0.9% | +7.7% | -6.8% | +0.6% |
| 3M | 0.0% | -0.7% | +0.7% | -0.1% |
| 6M | -5.7% | -11.2% | +5.5% | -5.5% |
| YTD | +17.5% | -53.4% | +70.9% | +20.9% |
| 1Y | +22.3% | -65.8% | +88.0% | +27.5% |
| 3Y | +111.9% | -44.9% | +156.9% | +115.7% |
| 5Y | +151.8% | -49.7% | +201.5% | +153.6% |
| 10Y | +138.7% | -9.7% | +148.4% | +137.0% |
| All | +111.8% | +159.8% | -48.0% | +108.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling