+154.0%
KMI vs VFC
-79.6%
+233.6%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.8% | -1.3% |
| 7D | -2.1% | -4.0% | +1.9% | -1.7% |
| 30D | -1.7% | -14.6% | +12.9% | -0.4% |
| 3M | -1.9% | -23.1% | +21.2% | 0.0% |
| 6M | -4.3% | -25.2% | +20.9% | -2.6% |
| YTD | +15.8% | -29.5% | +45.3% | +18.3% |
| 1Y | +17.6% | -14.4% | +32.0% | +17.3% |
| 3Y | +113.1% | -28.7% | +141.9% | +106.7% |
| 5Y | +154.0% | -79.1% | +233.1% | +211.3% |
| All | +154.0% | -79.6% | +233.6% | +211.3% |
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