+155.6%
GS vs KMI
+148.3%
+7.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.5% |
| 7D | +5.9% | +6.5% | -0.7% | +2.8% |
| 30D | +4.3% | -3.4% | +7.7% | +5.7% |
| 3M | -11.7% | +0.4% | -12.0% | -12.4% |
| 6M | -3.2% | -0.9% | -2.2% | -3.9% |
| YTD | +5.8% | +20.5% | -14.7% | -6.6% |
| 1Y | +16.0% | +23.2% | -7.2% | +0.9% |
| 3Y | +199.8% | +121.6% | +78.1% | +81.2% |
| All | +155.6% | +148.3% | +7.2% | +42.1% |
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