+115.7%
KMI vs GIS
+83.4%
+32.3%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.6% | +3.4% | +2.2% |
| 7D | -0.4% | -8.3% | +7.9% | +1.8% |
| 30D | +3.7% | +2.2% | +1.5% | +3.0% |
| 3M | +3.2% | +15.7% | -12.5% | -1.2% |
| 6M | -3.0% | -12.0% | +9.0% | -0.3% |
| YTD | +19.7% | -15.0% | +34.6% | +23.8% |
| 1Y | +25.6% | -20.1% | +45.7% | +32.0% |
| 3Y | +120.2% | -34.6% | +154.8% | +141.1% |
| 5Y | +160.5% | -22.8% | +183.3% | +166.4% |
| 10Y | +134.8% | -18.5% | +153.3% | +132.2% |
| All | +115.7% | +83.4% | +32.3% | +43.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling