+141.6%
KMI vs GFS
-3.9%
+145.5%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +1.9% |
| 7D | -0.4% | +2.6% | -3.0% | -0.6% |
| 30D | +3.7% | -16.4% | +20.1% | +5.0% |
| 3M | +3.2% | -41.6% | +44.8% | +7.1% |
| 6M | -3.0% | -3.7% | +0.7% | -4.3% |
| YTD | +19.7% | +29.3% | -9.7% | +14.2% |
| 1Y | +25.6% | +37.1% | -11.5% | +18.9% |
| 3Y | +120.2% | -22.1% | +142.3% | +116.7% |
| All | +141.6% | -3.9% | +145.5% | +127.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling