+155.0%
KMI vs GD
+165.4%
-10.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.5% | +2.0% |
| 7D | +6.0% | +1.9% | +4.1% | +4.9% |
| 30D | -3.4% | +9.2% | -12.6% | -8.1% |
| 3M | +1.8% | -7.5% | +9.2% | +6.1% |
| 6M | +0.4% | +5.8% | -5.3% | -3.5% |
| YTD | +20.8% | +9.8% | +11.0% | +12.4% |
| 1Y | +23.0% | +5.8% | +17.2% | +16.9% |
| 3Y | +123.3% | +58.0% | +65.3% | +61.1% |
| 5Y | +149.8% | +100.4% | +49.4% | +51.1% |
| All | +155.0% | +165.4% | -10.4% | +26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 10y: compounded portfolio wealth divided by compounded GD 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…
10y analysis · Full analysis span regression · 6 months rolling