-5.0%
KMI vs GFI
-7.2%
+2.3%
-10.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | -0.4% |
| 7D | -1.7% | -4.9% | +3.1% | -2.2% |
| 30D | -2.7% | +10.7% | -13.5% | -1.8% |
| 3M | -0.7% | +25.6% | -26.3% | +1.3% |
| 6M | -5.0% | -8.3% | +3.3% | -3.1% |
| All | -5.0% | -7.2% | +2.3% | -3.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling