+154.0%
KMI vs GME
-58.9%
+212.9%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.5% | -4.0% | -1.5% |
| 7D | -2.1% | +6.0% | -8.1% | -2.2% |
| 30D | -1.7% | +8.3% | -10.0% | -1.9% |
| 3M | -1.9% | -9.1% | +7.2% | -1.6% |
| 6M | -4.3% | -16.3% | +12.0% | -3.9% |
| YTD | +15.8% | +1.5% | +14.3% | +15.5% |
| 1Y | +17.6% | -16.3% | +33.9% | +17.9% |
| 3Y | +113.1% | +15.1% | +98.0% | +100.1% |
| 5Y | +154.0% | -57.2% | +211.2% | +142.6% |
| All | +154.0% | -58.9% | +212.9% | +142.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling