+26.6%
KMI vs FRMI
-93.1%
+119.7%
-11.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -10.6% | +6.5% | -4.0% |
| 7D | -5.2% | -39.7% | +34.5% | -4.8% |
| 30D | +1.2% | -55.2% | +56.4% | +2.0% |
| 3M | +1.3% | -71.2% | +72.5% | +2.5% |
| 6M | -1.1% | -64.1% | +63.0% | -1.1% |
| YTD | +19.0% | -77.2% | +96.2% | +20.0% |
| 1Y | +26.6% | -93.2% | +119.7% | +36.4% |
| All | +26.6% | -93.1% | +119.7% | +36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 1y: compounded portfolio wealth divided by compounded FRMI 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…
1y analysis · Full analysis span regression · 6 months rolling