+150.6%
KMI vs GAP
+8.7%
+141.9%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.9% | -3.2% | -0.5% |
| 7D | -1.7% | -4.1% | +2.4% | -1.4% |
| 30D | -2.7% | +6.2% | -9.0% | -3.3% |
| 3M | -0.7% | -0.7% | 0.0% | -0.8% |
| 6M | -5.0% | -7.1% | +2.2% | -4.8% |
| YTD | +15.5% | -14.1% | +29.5% | +16.1% |
| 1Y | +16.4% | -8.5% | +24.9% | +16.0% |
| 3Y | +114.2% | +115.4% | -1.2% | +85.5% |
| All | +150.6% | +8.7% | +141.9% | +117.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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