+729.8%
GS vs KMI
+107.5%
+622.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.4% |
| 7D | +0.9% | -0.5% | +1.4% | +1.1% |
| 30D | -1.6% | +0.9% | -2.5% | -2.2% |
| 3M | -4.5% | 0.0% | -4.5% | -5.0% |
| 6M | +20.9% | -5.7% | +26.6% | +22.9% |
| YTD | +19.9% | +17.5% | +2.4% | +9.7% |
| 1Y | +41.4% | +22.3% | +19.1% | +26.5% |
| 3Y | +239.2% | +111.9% | +127.2% | +134.3% |
| 5Y | +185.0% | +151.8% | +33.2% | +80.7% |
| 10Y | +655.0% | +138.7% | +516.3% | +366.2% |
| All | +729.8% | +107.5% | +622.4% | +383.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling