+463.3%
GLW vs KMI
+121.9%
+341.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +1.8% | +5.7% | +6.9% |
| 7D | +14.0% | -0.4% | +14.4% | +14.2% |
| 30D | +0.4% | +3.7% | -3.3% | -1.1% |
| 3M | -11.3% | +3.2% | -14.5% | -13.0% |
| 6M | +35.1% | -3.0% | +38.1% | +35.7% |
| YTD | +90.5% | +19.7% | +70.9% | +74.5% |
| 1Y | +132.0% | +25.6% | +106.4% | +106.8% |
| 3Y | +463.3% | +120.2% | +343.1% | +298.4% |
| All | +463.3% | +121.9% | +341.4% | +298.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling