+129.5%
KMI vs GME
+285.6%
-156.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.7% | -4.0% | -0.4% |
| 7D | -1.7% | +10.4% | -12.1% | -2.0% |
| 30D | -2.7% | +14.1% | -16.8% | -3.2% |
| 3M | -0.7% | -4.6% | +4.0% | -0.6% |
| 6M | -5.0% | -13.5% | +8.6% | -4.7% |
| YTD | +15.5% | +5.3% | +10.1% | +15.0% |
| 1Y | +16.4% | -14.9% | +31.3% | +16.7% |
| 3Y | +114.2% | +24.3% | +89.9% | +103.6% |
| 5Y | +153.3% | -55.6% | +208.8% | +143.6% |
| All | +129.5% | +285.6% | -156.1% | +44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 10y: compounded portfolio wealth divided by compounded GME 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…
10y analysis · Full analysis span regression · 6 months rolling