+108.5%
KMI vs GEHC
+2.1%
+106.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | -1.7% | -7.2% | +5.4% | -1.0% |
| 30D | -2.7% | -11.6% | +8.8% | -1.5% |
| 3M | -0.7% | -0.8% | +0.2% | -0.8% |
| 6M | -5.0% | -11.9% | +6.9% | -4.0% |
| YTD | +15.5% | -21.9% | +37.4% | +18.3% |
| 1Y | +16.4% | -17.8% | +34.3% | +18.2% |
| 3Y | +114.2% | -3.5% | +117.7% | +109.8% |
| All | +108.5% | +2.1% | +106.4% | +100.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC 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 GEHC 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