+26.6%
KMI vs GFS
+15.5%
+11.1%
-11.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -5.9% | +1.8% | -4.1% |
| 7D | -5.2% | -12.5% | +7.3% | -5.3% |
| 30D | +1.2% | -16.9% | +18.2% | +1.1% |
| 3M | +1.3% | -22.3% | +23.6% | +1.1% |
| 6M | -1.1% | -40.2% | +39.1% | -1.3% |
| YTD | +19.0% | +16.0% | +3.0% | +20.7% |
| 1Y | +26.6% | +17.7% | +8.9% | +27.0% |
| All | +26.6% | +15.5% | +11.1% | +27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 1y: compounded portfolio wealth divided by compounded GFS 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…
1y analysis · Full analysis span regression · 6 months rolling