+133.8%
KMI vs GFS
-2.1%
+135.9%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -2.1% | +3.2% | -5.3% | -2.3% |
| 30D | -1.7% | -9.6% | +7.9% | -1.0% |
| 3M | -1.9% | -38.5% | +36.6% | +1.4% |
| 6M | -4.3% | -1.3% | -3.0% | -5.8% |
| YTD | +15.8% | +31.8% | -16.0% | +10.4% |
| 1Y | +17.6% | +44.6% | -27.0% | +10.7% |
| 3Y | +113.1% | -20.6% | +133.8% | +109.4% |
| All | +133.8% | -2.1% | +135.9% | +119.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling