+59.7%
KMI vs FWONK
+276.9%
-217.2%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.4% | -0.3% |
| 7D | -1.7% | +0.1% | -1.8% | -1.8% |
| 30D | -2.7% | -7.7% | +5.0% | -0.5% |
| 3M | -0.7% | +5.7% | -6.4% | -2.8% |
| 6M | -5.0% | +13.5% | -18.4% | -9.4% |
| YTD | +15.5% | -3.0% | +18.4% | +15.3% |
| 1Y | +16.4% | -6.4% | +22.8% | +17.4% |
| 3Y | +114.2% | +43.8% | +70.3% | +83.5% |
| 5Y | +153.3% | +98.6% | +54.7% | +89.1% |
| 10Y | +132.4% | +340.0% | -207.6% | +25.9% |
| All | +59.7% | +276.9% | -217.2% | -19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 FWONK 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