+154.0%
KMI vs GH
+21.3%
+132.7%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.3% | +0.8% | -1.3% |
| 7D | -2.1% | -1.2% | -0.8% | -2.0% |
| 30D | -1.7% | -3.7% | +2.0% | -1.5% |
| 3M | -1.9% | +21.7% | -23.6% | -3.2% |
| 6M | -4.3% | +75.7% | -80.1% | -7.9% |
| YTD | +15.8% | +55.7% | -39.9% | +12.2% |
| 1Y | +17.6% | +181.1% | -163.5% | +9.2% |
| 3Y | +113.1% | +371.6% | -258.5% | +87.0% |
| 5Y | +154.0% | +23.2% | +130.8% | +120.2% |
| All | +154.0% | +21.3% | +132.7% | +120.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling