+115.7%
KMI vs GME
+453.6%
-337.9%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.4% | +3.3% | +1.9% |
| 7D | -0.4% | +0.4% | -0.8% | -0.4% |
| 30D | +3.7% | -1.4% | +5.1% | +3.7% |
| 3M | +3.2% | -15.1% | +18.3% | +3.7% |
| 6M | -3.0% | -22.5% | +19.5% | -2.2% |
| YTD | +19.7% | -5.9% | +25.6% | +19.7% |
| 1Y | +25.6% | -18.6% | +44.3% | +26.2% |
| 3Y | +120.2% | +6.7% | +113.6% | +108.2% |
| 5Y | +160.5% | -62.0% | +222.5% | +149.9% |
| 10Y | +134.8% | +239.5% | -104.6% | +33.3% |
| All | +115.7% | +453.6% | -337.9% | +8.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling