+150.6%
KMI vs GDDY
+29.8%
+120.8%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.1% | -0.5% |
| 7D | -1.7% | -3.2% | +1.5% | -1.4% |
| 30D | -2.7% | +6.8% | -9.5% | -3.8% |
| 3M | -0.7% | +30.5% | -31.1% | -5.2% |
| 6M | -5.0% | +13.3% | -18.3% | -7.8% |
| YTD | +15.5% | -21.0% | +36.4% | +18.9% |
| 1Y | +16.4% | -34.0% | +50.4% | +24.0% |
| 3Y | +114.2% | +33.1% | +81.1% | +97.1% |
| All | +150.6% | +29.8% | +120.8% | +139.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling