+139.6%
KMI vs FN
+837.6%
-698.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +11.9% | -9.8% | +0.6% |
| 7D | -6.5% | +16.3% | -22.8% | -8.5% |
| 30D | -5.1% | -24.7% | +19.7% | -2.4% |
| 3M | 0.0% | -34.9% | +34.9% | +3.9% |
| 6M | -0.9% | -41.1% | +40.2% | +3.2% |
| YTD | +15.4% | -19.6% | +35.0% | +12.9% |
| 1Y | +19.5% | -18.5% | +38.0% | +16.0% |
| 3Y | +116.3% | +119.1% | -2.8% | +68.5% |
| 5Y | +136.6% | +206.9% | -70.4% | +66.3% |
| 10Y | +139.6% | +826.4% | -686.9% | +32.4% |
| All | +139.6% | +837.6% | -698.0% | +32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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