+108.8%
KMI vs GFI
+363.8%
-255.0%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.9% | +1.4% | -1.3% |
| 7D | -2.1% | -5.1% | +3.1% | -1.8% |
| 30D | -1.7% | +13.4% | -15.1% | -2.4% |
| 3M | -1.9% | +36.2% | -38.1% | -3.6% |
| 6M | -4.3% | -9.8% | +5.5% | -4.3% |
| YTD | +15.8% | +7.7% | +8.1% | +14.4% |
| 1Y | +17.6% | +27.2% | -9.6% | +14.8% |
| 3Y | +113.1% | +300.3% | -187.2% | +93.3% |
| 5Y | +154.0% | +539.8% | -385.8% | +122.2% |
| 10Y | +133.1% | +1,058.5% | -925.4% | +94.4% |
| All | +108.8% | +363.8% | -255.0% | +81.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling