+112.3%
KMI vs FLUT
+114.1%
-1.9%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.6% | +1.4% | +2.0% |
| 7D | -5.1% | -1.5% | -3.6% | -5.1% |
| 30D | -3.1% | +3.4% | -6.6% | -3.3% |
| 3M | +0.2% | -12.5% | +12.7% | +0.6% |
| 6M | +1.1% | -18.5% | +19.6% | +1.6% |
| YTD | +17.7% | -61.6% | +79.4% | +22.0% |
| 1Y | +19.6% | -64.1% | +83.7% | +24.2% |
| 3Y | +117.6% | -44.5% | +162.1% | +121.5% |
| 5Y | +143.1% | -51.3% | +194.4% | +145.6% |
| 10Y | +142.0% | -25.6% | +167.6% | +141.9% |
| All | +112.3% | +114.1% | -1.9% | +110.4% |
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