+129.5%
KMI vs GFI
+1,093.3%
-963.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.3% |
| 7D | -1.7% | -2.7% | +1.0% | -1.6% |
| 30D | -2.7% | +13.2% | -16.0% | -3.4% |
| 3M | -0.7% | +28.5% | -29.2% | -2.1% |
| 6M | -5.0% | -6.2% | +1.2% | -5.1% |
| YTD | +15.5% | +8.7% | +6.7% | +14.1% |
| 1Y | +16.4% | +24.8% | -8.4% | +13.7% |
| 3Y | +114.2% | +298.0% | -183.9% | +93.3% |
| 5Y | +153.3% | +546.0% | -392.8% | +120.3% |
| All | +129.5% | +1,093.3% | -963.8% | +111.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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