+139.6%
KMI vs GD
+185.2%
-45.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.3% | -0.2% | +0.8% |
| 7D | -6.5% | -3.0% | -3.5% | -4.9% |
| 30D | -5.1% | +9.3% | -14.4% | -9.7% |
| 3M | 0.0% | -7.2% | +7.2% | +4.1% |
| 6M | -0.9% | +5.5% | -6.3% | -4.6% |
| YTD | +15.4% | +9.5% | +5.9% | +7.6% |
| 1Y | +19.5% | +6.4% | +13.0% | +13.1% |
| 3Y | +116.3% | +59.8% | +56.5% | +55.0% |
| 5Y | +136.6% | +98.0% | +38.6% | +44.4% |
| 10Y | +139.6% | +177.4% | -37.8% | +19.9% |
| All | +139.6% | +185.2% | -45.6% | +19.9% |
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