+31.1%
KMI vs FTAI
+2,432.1%
-2,401.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.8% | +4.0% | -0.6% |
| 7D | -1.8% | -0.2% | -1.6% | -1.8% |
| 30D | +0.1% | -13.6% | +13.7% | +2.6% |
| 3M | +1.2% | -20.6% | +21.7% | +4.4% |
| 6M | -3.9% | -32.6% | +28.7% | +0.8% |
| YTD | +17.5% | -5.4% | +22.9% | +13.4% |
| 1Y | +22.6% | +12.9% | +9.8% | +12.5% |
| 3Y | +116.3% | +428.1% | -311.8% | +12.3% |
| 5Y | +157.6% | +863.0% | -705.4% | +4.0% |
| 10Y | +136.6% | +3,092.6% | -2,956.0% | -43.8% |
| All | +31.1% | +2,432.1% | -2,401.0% | -71.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FTAI.
Daily Out/Under-Performance
Portfolio return minus FTAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTAI 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 FTAI 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