+149.4%
KMI vs FND
+57.3%
+92.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.7% |
| 7D | -1.8% | -0.8% | -1.0% | -1.7% |
| 30D | +0.1% | -19.6% | +19.7% | +3.4% |
| 3M | +1.2% | -4.3% | +5.5% | +1.1% |
| 6M | -3.9% | -20.4% | +16.5% | -1.6% |
| YTD | +17.5% | -21.9% | +39.4% | +20.1% |
| 1Y | +22.6% | -45.2% | +67.8% | +32.9% |
| 3Y | +116.3% | -49.2% | +165.5% | +128.8% |
| 5Y | +157.6% | -61.8% | +219.4% | +176.4% |
| All | +149.4% | +57.3% | +92.1% | +92.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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