+77.0%
KMI vs USFR
+27.6%
+49.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | -0.4% | +0.1% | -0.4% | -0.4% |
| 30D | +3.7% | +0.3% | +3.3% | +3.5% |
| 3M | +3.2% | +1.0% | +2.2% | +2.7% |
| 6M | -3.0% | +1.9% | -4.9% | -3.8% |
| YTD | +19.7% | +2.7% | +17.0% | +18.3% |
| 1Y | +25.6% | +4.0% | +21.6% | +23.5% |
| 3Y | +120.2% | +14.0% | +106.2% | +109.3% |
| 5Y | +160.5% | +20.4% | +140.1% | +142.4% |
| 10Y | +134.8% | +28.1% | +106.8% | +115.7% |
| All | +77.0% | +27.6% | +49.4% | +61.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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