+833.1%
GLW vs KMI
+137.5%
+695.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.5% | -1.7% | -2.5% |
| 7D | +11.7% | -2.1% | +13.8% | +12.8% |
| 30D | +2.7% | -1.7% | +4.3% | +3.4% |
| 3M | -2.8% | -1.9% | -0.9% | -2.5% |
| 6M | +20.2% | -4.3% | +24.5% | +21.7% |
| YTD | +87.3% | +15.8% | +71.5% | +73.3% |
| 1Y | +119.6% | +17.6% | +102.0% | +101.0% |
| 3Y | +453.7% | +113.1% | +340.6% | +280.4% |
| 5Y | +376.1% | +154.0% | +222.1% | +198.9% |
| All | +833.1% | +137.5% | +695.6% | +483.4% |
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