+30.5%
KMI vs GDDY
+390.3%
-359.9%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.1% | -0.6% |
| 7D | -1.7% | -3.2% | +1.5% | -1.2% |
| 30D | -2.7% | +6.8% | -9.5% | -4.4% |
| 3M | -0.7% | +30.5% | -31.1% | -7.4% |
| 6M | -5.0% | +13.3% | -18.3% | -9.2% |
| YTD | +15.5% | -21.0% | +36.4% | +18.7% |
| 1Y | +16.4% | -34.0% | +50.4% | +24.6% |
| 3Y | +114.2% | +33.1% | +81.1% | +90.6% |
| 5Y | +153.3% | +30.3% | +122.9% | +121.5% |
| 10Y | +132.4% | +205.5% | -73.1% | +71.4% |
| All | +30.5% | +390.3% | -359.9% | -5.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling