+118.0%
KMI vs GEHC
+0.3%
+117.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.4% | +0.6% | -1.5% |
| 7D | -1.8% | -7.6% | +5.9% | -0.9% |
| 30D | +0.1% | -10.7% | +10.7% | +1.3% |
| 3M | +1.2% | -1.2% | +2.4% | +1.1% |
| 6M | -3.9% | -13.7% | +9.8% | -2.5% |
| YTD | +17.5% | -20.4% | +38.0% | +20.5% |
| 1Y | +22.6% | -17.0% | +39.7% | +24.6% |
| All | +118.0% | +0.3% | +117.7% | +108.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling