+112.8%
KMI vs GD
+68.4%
+44.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.1% | -0.2% |
| 7D | -0.5% | -5.3% | +4.7% | +0.7% |
| 30D | +0.9% | -6.4% | +7.3% | +2.5% |
| 3M | 0.0% | +5.7% | -5.7% | -1.6% |
| 6M | -5.7% | -0.9% | -4.8% | -5.5% |
| YTD | +17.5% | +8.2% | +9.3% | +14.3% |
| 1Y | +22.3% | +13.4% | +8.9% | +16.8% |
| All | +112.8% | +68.4% | +44.5% | +74.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling