+111.8%
KMI vs FN
+1,376.1%
-1,264.3%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.1% | -3.8% | -1.0% |
| 7D | -0.5% | -1.7% | +1.2% | -0.3% |
| 30D | +0.9% | -22.0% | +22.9% | +3.5% |
| 3M | 0.0% | -43.0% | +43.0% | +6.0% |
| 6M | -5.7% | -27.7% | +22.0% | -4.3% |
| YTD | +17.5% | -10.5% | +28.0% | +14.8% |
| 1Y | +22.3% | +12.5% | +9.8% | +14.7% |
| 3Y | +111.9% | +153.8% | -41.9% | +67.7% |
| 5Y | +151.8% | +288.0% | -136.2% | +80.8% |
| 10Y | +138.7% | +906.4% | -767.8% | +43.2% |
| All | +111.8% | +1,376.1% | -1,264.3% | +8.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling