+129.5%
KMI vs FTI
+305.3%
-175.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.6% |
| 7D | -1.7% | -4.4% | +2.7% | -0.3% |
| 30D | -2.7% | +1.5% | -4.2% | -3.3% |
| 3M | -0.7% | +8.2% | -8.9% | -3.7% |
| 6M | -5.0% | +18.8% | -23.8% | -11.1% |
| YTD | +15.5% | +71.7% | -56.2% | -4.9% |
| 1Y | +16.4% | +90.0% | -73.6% | -7.8% |
| 3Y | +114.2% | +270.5% | -156.3% | +29.9% |
| 5Y | +153.3% | +1,084.5% | -931.3% | -5.7% |
| All | +129.5% | +305.3% | -175.7% | -3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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