+187.8%
KMI vs FTV
+90.8%
+97.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.3% | -0.2% |
| 7D | -0.5% | -4.5% | +4.0% | +1.5% |
| 30D | +0.9% | -7.1% | +8.0% | +4.2% |
| 3M | 0.0% | -7.2% | +7.1% | +2.7% |
| 6M | -5.7% | -1.5% | -4.2% | -6.3% |
| YTD | +17.5% | +3.5% | +14.0% | +12.6% |
| 1Y | +22.3% | +20.3% | +1.9% | +8.1% |
| 3Y | +111.9% | -3.1% | +115.1% | +103.6% |
| 5Y | +151.8% | +2.3% | +149.5% | +128.6% |
| 10Y | +138.7% | +76.3% | +62.3% | +48.7% |
| All | +187.8% | +90.8% | +97.0% | +73.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling