+344.3%
GE vs KMI
+107.5%
+236.8%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.4% |
| 7D | -1.6% | -0.5% | -1.1% | -1.4% |
| 30D | -11.6% | +0.9% | -12.5% | -12.0% |
| 3M | +3.0% | 0.0% | +3.0% | +2.6% |
| 6M | -0.5% | -5.7% | +5.2% | +1.1% |
| YTD | +9.7% | +17.5% | -7.7% | +0.7% |
| 1Y | +20.0% | +22.3% | -2.2% | +7.9% |
| 3Y | +275.8% | +111.9% | +163.9% | +161.7% |
| 5Y | +429.1% | +151.8% | +277.2% | +238.9% |
| 10Y | +151.2% | +138.7% | +12.5% | +58.1% |
| All | +344.3% | +107.5% | +236.8% | +169.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KMI.
Daily Out/Under-Performance
Portfolio return minus KMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMI 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 KMI 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