+111.8%
KMI vs GD
+564.8%
-452.9%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.1% | +0.3% |
| 7D | -0.5% | -5.3% | +4.7% | +2.4% |
| 30D | +0.9% | -6.4% | +7.3% | +4.5% |
| 3M | 0.0% | +5.7% | -5.7% | -3.6% |
| 6M | -5.7% | -0.9% | -4.8% | -6.2% |
| YTD | +17.5% | +8.2% | +9.3% | +10.7% |
| 1Y | +22.3% | +13.4% | +8.9% | +11.7% |
| 3Y | +111.9% | +68.5% | +43.4% | +50.0% |
| 5Y | +151.8% | +97.2% | +54.7% | +60.5% |
| 10Y | +138.7% | +190.2% | -51.5% | +17.2% |
| All | +111.8% | +564.8% | -452.9% | -32.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling