+148.2%
KMI vs GD
+190.6%
-42.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.1% | -0.4% |
| 7D | -10.8% | -5.0% | -5.8% | -8.1% |
| 30D | -5.0% | +8.9% | -13.9% | -9.4% |
| 3M | -3.4% | -8.0% | +4.7% | +1.1% |
| 6M | -3.4% | +2.9% | -6.3% | -5.8% |
| YTD | +13.1% | +7.1% | +6.0% | +6.7% |
| 1Y | +19.0% | +5.9% | +13.1% | +12.9% |
| 3Y | +106.1% | +53.9% | +52.3% | +51.0% |
| 5Y | +130.1% | +95.4% | +34.7% | +41.2% |
| All | +148.2% | +190.6% | -42.4% | +13.3% |
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