+4.0%
KMI vs FPS
+12.3%
-8.4%
-10.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.8% | +4.3% | -1.5% |
| 7D | -2.1% | -4.6% | +2.5% | -2.1% |
| 30D | -1.7% | -22.6% | +20.9% | -2.2% |
| 3M | -1.9% | -45.1% | +43.2% | -2.7% |
| 6M | -4.3% | -17.8% | +13.5% | -6.0% |
| All | +4.0% | +12.3% | -8.4% | +1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FPS.
Daily Out/Under-Performance
Portfolio return minus FPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FPS 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 FPS 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