+149.8%
KMI vs VFC
-68.8%
+218.6%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.0% | +4.3% | +1.6% |
| 7D | +6.0% | -1.4% | +7.5% | +6.1% |
| 30D | -3.4% | +24.6% | -28.0% | -5.3% |
| 3M | +1.8% | +38.4% | -36.7% | -1.1% |
| 6M | +0.4% | +15.3% | -14.8% | -1.3% |
| YTD | +20.8% | +12.7% | +8.1% | +18.5% |
| 1Y | +23.0% | +32.7% | -9.7% | +18.4% |
| 3Y | +123.3% | +43.7% | +79.6% | +101.1% |
| 5Y | +149.8% | -69.2% | +218.9% | +214.2% |
| All | +149.8% | -68.8% | +218.6% | +214.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 5y: compounded portfolio wealth divided by compounded VFC 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…
5y analysis · Full analysis span regression · 6 months rolling