+116.0%
KMI vs GEHC
+6.6%
+109.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.0% | +4.9% | +2.2% |
| 7D | -0.4% | -5.2% | +4.8% | +0.2% |
| 30D | +3.7% | -7.0% | +10.6% | +4.4% |
| 3M | +3.2% | +3.3% | -0.2% | +2.6% |
| 6M | -3.0% | -10.0% | +7.0% | -2.2% |
| YTD | +19.7% | -18.5% | +38.1% | +22.0% |
| 1Y | +25.6% | -14.4% | +40.0% | +27.0% |
| 3Y | +120.2% | +3.4% | +116.8% | +114.4% |
| All | +116.0% | +6.6% | +109.4% | +106.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling