+129.5%
KMI vs GNRC
+448.8%
-319.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.9% | -3.2% | -0.8% |
| 7D | -1.7% | -0.2% | -1.5% | -1.7% |
| 30D | -2.7% | -15.7% | +13.0% | 0.0% |
| 3M | -0.7% | -27.3% | +26.7% | +4.0% |
| 6M | -5.0% | -12.1% | +7.1% | -4.7% |
| YTD | +15.5% | +37.1% | -21.7% | +6.1% |
| 1Y | +16.4% | -0.5% | +16.9% | +12.6% |
| 3Y | +114.2% | +61.5% | +52.6% | +83.1% |
| 5Y | +153.3% | -58.6% | +211.8% | +179.6% |
| All | +129.5% | +448.8% | -319.3% | -3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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