+51.3%
GEV vs KMI
+17.6%
+33.7%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.3% | +3.9% | +3.6% |
| 7D | +1.6% | -1.7% | +3.3% | +1.5% |
| 30D | -7.9% | -2.7% | -5.2% | -8.2% |
| 3M | +5.6% | -0.7% | +6.3% | +5.3% |
| 6M | +13.1% | -5.0% | +18.0% | +12.1% |
| YTD | +46.7% | +15.5% | +31.3% | +53.0% |
| 1Y | +51.3% | +16.4% | +34.9% | +55.7% |
| All | +51.3% | +17.6% | +33.7% | +55.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling