+146.4%
KMI vs GD
+99.6%
+46.9%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | +6.5% | +2.7% | +3.9% | +5.5% |
| 30D | -3.4% | +8.6% | -12.0% | -6.4% |
| 3M | +0.4% | -7.1% | +7.4% | +3.1% |
| 6M | -0.9% | +7.5% | -8.4% | -4.2% |
| YTD | +20.5% | +9.9% | +10.6% | +14.6% |
| 1Y | +23.2% | +7.6% | +15.6% | +18.3% |
| 3Y | +121.6% | +56.2% | +65.4% | +72.5% |
| All | +146.4% | +99.6% | +46.9% | +60.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling