+150.6%
KMI vs GIS
-25.1%
+175.6%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | -1.7% | -6.4% | +4.7% | -0.9% |
| 30D | -2.7% | -6.1% | +3.4% | -2.0% |
| 3M | -0.7% | +7.8% | -8.5% | -2.0% |
| 6M | -5.0% | -8.8% | +3.8% | -3.9% |
| YTD | +15.5% | -19.1% | +34.6% | +18.6% |
| 1Y | +16.4% | -24.8% | +41.2% | +20.9% |
| 3Y | +114.2% | -37.6% | +151.7% | +126.8% |
| All | +150.6% | -25.1% | +175.6% | +145.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 GIS 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