+146.6%
KMI vs FOXA
+90.3%
+56.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +1.9% |
| 7D | -0.4% | -0.6% | +0.3% | -0.2% |
| 30D | +3.7% | +2.3% | +1.3% | +2.7% |
| 3M | +3.2% | -2.8% | +6.0% | +2.9% |
| 6M | -3.0% | +9.6% | -12.6% | -7.8% |
| YTD | +19.7% | -9.9% | +29.6% | +21.8% |
| 1Y | +25.6% | +5.4% | +20.2% | +19.7% |
| 3Y | +120.2% | +115.3% | +5.0% | +54.2% |
| 5Y | +160.5% | +93.1% | +67.4% | +85.7% |
| All | +146.6% | +90.3% | +56.3% | +45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 FOXA 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