+159.7%
GILD vs KMI
+136.8%
+22.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | -4.8% | -1.7% | -3.1% | -4.5% |
| 30D | +5.8% | -2.7% | +8.5% | +6.3% |
| 3M | +14.9% | -0.7% | +15.6% | +15.0% |
| 6M | -0.4% | -5.0% | +4.6% | +0.4% |
| YTD | +18.5% | +15.5% | +3.1% | +14.9% |
| 1Y | +25.1% | +16.4% | +8.7% | +21.0% |
| 3Y | +105.9% | +114.2% | -8.3% | +74.6% |
| 5Y | +143.0% | +153.3% | -10.3% | +97.9% |
| All | +159.7% | +136.8% | +22.9% | +111.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling