+486.7%
GS vs KMI
+149.4%
+337.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | +0.1% |
| 7D | -3.2% | -10.8% | +7.5% | +2.8% |
| 30D | -2.4% | -5.0% | +2.6% | 0.0% |
| 3M | -15.7% | -3.4% | -12.4% | -14.9% |
| 6M | -6.8% | -3.4% | -3.4% | -6.4% |
| YTD | -0.1% | +13.1% | -13.2% | -9.1% |
| 1Y | +12.1% | +19.0% | -6.9% | -1.3% |
| 3Y | +185.8% | +106.1% | +79.6% | +80.4% |
| 5Y | +140.1% | +130.1% | +10.0% | +40.3% |
| All | +486.7% | +149.4% | +337.3% | +209.0% |
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 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