+115.7%
KMI vs FTI
+155.6%
-39.9%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.1% | +4.0% | +2.6% |
| 7D | -0.4% | -0.2% | -0.2% | -0.3% |
| 30D | +3.7% | +12.3% | -8.7% | -0.6% |
| 3M | +3.2% | +13.8% | -10.6% | -1.8% |
| 6M | -3.0% | +24.3% | -27.3% | -11.0% |
| YTD | +19.7% | +75.8% | -56.1% | -3.1% |
| 1Y | +25.6% | +99.6% | -74.0% | -3.3% |
| 3Y | +120.2% | +278.4% | -158.2% | +29.5% |
| 5Y | +160.5% | +1,168.7% | -1,008.2% | -9.4% |
| 10Y | +134.8% | +297.5% | -162.7% | +3.8% |
| All | +115.7% | +155.6% | -39.9% | -0.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling