+111.8%
KMI vs GAP
+71.0%
+40.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.7% |
| 7D | -0.5% | -4.5% | +4.0% | +0.2% |
| 30D | +0.9% | +9.0% | -8.1% | -0.8% |
| 3M | 0.0% | +5.0% | -5.0% | -1.3% |
| 6M | -5.7% | -17.8% | +12.1% | -3.7% |
| YTD | +17.5% | -10.4% | +27.9% | +17.7% |
| 1Y | +22.3% | -3.4% | +25.7% | +20.2% |
| 3Y | +111.9% | +111.5% | +0.5% | +64.8% |
| 5Y | +151.8% | +8.8% | +143.0% | +113.2% |
| 10Y | +138.7% | +32.9% | +105.8% | +59.4% |
| All | +111.8% | +71.0% | +40.8% | +20.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling