+108.8%
KMI vs GNRC
+1,757.9%
-1,649.1%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.6% | +1.1% | -1.0% |
| 7D | -2.1% | -0.7% | -1.3% | -1.9% |
| 30D | -1.7% | -15.8% | +14.2% | +1.1% |
| 3M | -1.9% | -24.0% | +22.1% | +2.0% |
| 6M | -4.3% | -13.8% | +9.4% | -3.6% |
| YTD | +15.8% | +33.2% | -17.4% | +7.2% |
| 1Y | +17.6% | -1.8% | +19.4% | +14.1% |
| 3Y | +113.1% | +57.7% | +55.4% | +84.0% |
| 5Y | +154.0% | -59.7% | +213.7% | +171.1% |
| 10Y | +133.1% | +430.7% | -297.6% | +31.7% |
| All | +108.8% | +1,757.9% | -1,649.1% | -12.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling