+130.5%
KMI vs GD
+188.9%
-58.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.1% | +0.4% |
| 7D | -0.5% | -5.3% | +4.7% | +2.5% |
| 30D | +0.9% | -6.4% | +7.3% | +4.7% |
| 3M | 0.0% | +5.7% | -5.7% | -3.7% |
| 6M | -5.7% | -0.9% | -4.8% | -6.2% |
| YTD | +17.5% | +8.2% | +9.3% | +10.3% |
| 1Y | +22.3% | +13.4% | +8.9% | +11.1% |
| 3Y | +111.9% | +68.5% | +43.4% | +45.8% |
| 5Y | +151.8% | +97.2% | +54.7% | +53.6% |
| All | +130.5% | +188.9% | -58.5% | -2.8% |
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