+129.5%
KMI vs GDDY
+207.2%
-77.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.1% | -0.7% |
| 7D | -1.7% | -3.2% | +1.5% | -1.2% |
| 30D | -2.7% | +6.8% | -9.5% | -4.7% |
| 3M | -0.7% | +30.5% | -31.1% | -8.4% |
| 6M | -5.0% | +13.3% | -18.3% | -9.9% |
| YTD | +15.5% | -21.0% | +36.4% | +19.4% |
| 1Y | +16.4% | -34.0% | +50.4% | +26.3% |
| 3Y | +114.2% | +33.1% | +81.1% | +84.9% |
| 5Y | +153.3% | +30.3% | +122.9% | +113.3% |
| All | +129.5% | +207.2% | -77.7% | +51.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 GDDY 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