+15.5%
KMI vs FRMI
-78.0%
+93.4%
-10.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.2% | +1.4% | -1.8% |
| 7D | -1.8% | +15.9% | -17.7% | -1.8% |
| 30D | +0.1% | -6.0% | +6.0% | 0.0% |
| 3M | +1.2% | -1.6% | +2.8% | +0.8% |
| 6M | -3.9% | -30.7% | +26.8% | -3.9% |
| YTD | +17.5% | -30.9% | +48.4% | +17.4% |
| All | +15.5% | -78.0% | +93.4% | +14.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling