+150.6%
KMI vs GFI
+524.1%
-373.5%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | -0.2% |
| 7D | -1.7% | -4.9% | +3.1% | -1.5% |
| 30D | -2.7% | +10.7% | -13.5% | -3.3% |
| 3M | -0.7% | +25.6% | -26.3% | -2.1% |
| 6M | -5.0% | -8.3% | +3.3% | -4.8% |
| YTD | +15.5% | +6.3% | +9.2% | +14.0% |
| 1Y | +16.4% | +22.1% | -5.6% | +13.3% |
| 3Y | +114.2% | +289.2% | -175.0% | +86.5% |
| All | +150.6% | +524.1% | -373.5% | +112.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling