+129.5%
KMI vs FTV
+80.7%
+48.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | -1.7% | -4.0% | +2.2% | +0.1% |
| 30D | -2.7% | -11.0% | +8.3% | +2.5% |
| 3M | -0.7% | -8.4% | +7.7% | +2.8% |
| 6M | -5.0% | -2.6% | -2.4% | -5.2% |
| YTD | +15.5% | -0.6% | +16.1% | +12.7% |
| 1Y | +16.4% | +11.0% | +5.5% | +7.1% |
| 3Y | +114.2% | -6.3% | +120.5% | +108.9% |
| 5Y | +153.3% | -1.5% | +154.8% | +133.9% |
| All | +129.5% | +80.7% | +48.8% | +46.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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