+627.7%
GEV vs KMI
+95.6%
+532.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.8% | -0.3% | -1.0% |
| 7D | +3.2% | -1.8% | +4.9% | +4.3% |
| 30D | -4.0% | +0.1% | -4.1% | -4.3% |
| 3M | +3.4% | +1.2% | +2.2% | +1.4% |
| 6M | +14.7% | -3.9% | +18.6% | +16.2% |
| YTD | +45.8% | +17.5% | +28.3% | +25.4% |
| 1Y | +57.4% | +22.6% | +34.7% | +28.4% |
| All | +627.7% | +95.6% | +532.1% | +429.0% |
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