+131.6%
KMI vs FN
+170.4%
-38.8%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +11.7% | -12.4% | -1.6% |
| 7D | -10.8% | 0.0% | -10.7% | -10.9% |
| 30D | -5.0% | -34.3% | +29.3% | -2.5% |
| 3M | -3.4% | -39.9% | +36.5% | -0.6% |
| 6M | -3.4% | -51.8% | +48.4% | +0.5% |
| YTD | +13.1% | -28.1% | +41.2% | +12.4% |
| 1Y | +19.0% | -29.1% | +48.1% | +18.0% |
| 3Y | +106.1% | +102.4% | +3.7% | +75.9% |
| All | +131.6% | +170.4% | -38.8% | +81.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling