+114.2%
KMI vs GH
+363.0%
-248.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.2% |
| 7D | -1.7% | -2.5% | +0.8% | -1.6% |
| 30D | -2.7% | -4.7% | +1.9% | -2.6% |
| 3M | -0.7% | +20.2% | -20.9% | -1.8% |
| 6M | -5.0% | +78.8% | -83.7% | -8.4% |
| YTD | +15.5% | +54.1% | -38.6% | +12.1% |
| 1Y | +16.4% | +177.1% | -160.6% | +8.0% |
| 3Y | +114.2% | +371.6% | -257.5% | +89.1% |
| All | +114.2% | +363.0% | -248.9% | +89.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 3y: compounded portfolio wealth divided by compounded GH 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…
3y analysis · Full analysis span regression · 6 months rolling