+139.3%
GS vs KMI
+128.7%
+10.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | 0.0% |
| 7D | -3.2% | -10.8% | +7.5% | +1.8% |
| 30D | -2.4% | -5.0% | +2.6% | -0.5% |
| 3M | -15.7% | -3.4% | -12.4% | -15.1% |
| 6M | -6.8% | -3.4% | -3.4% | -6.7% |
| YTD | -0.1% | +13.1% | -13.2% | -9.2% |
| 1Y | +12.1% | +19.0% | -6.9% | -1.3% |
| 3Y | +185.8% | +106.1% | +79.6% | +78.8% |
| All | +139.3% | +128.7% | +10.6% | +37.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling