+169.4%
KMI vs GH
+481.7%
-312.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.9% | -0.6% |
| 7D | -0.5% | -0.1% | -0.5% | -0.5% |
| 30D | +0.9% | -1.1% | +2.0% | +0.9% |
| 3M | 0.0% | +21.3% | -21.3% | -1.7% |
| 6M | -5.7% | +73.5% | -79.2% | -10.1% |
| YTD | +17.5% | +58.0% | -40.5% | +12.6% |
| 1Y | +22.3% | +163.1% | -140.8% | +12.0% |
| 3Y | +111.9% | +361.0% | -249.1% | +80.4% |
| 5Y | +151.8% | +22.5% | +129.3% | +130.8% |
| All | +169.4% | +481.7% | -312.3% | +105.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling