+136.6%
KMI vs GPC
+83.6%
+53.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.7% | -2.1% |
| 7D | -1.8% | -0.6% | -1.1% | -1.6% |
| 30D | +0.1% | +1.3% | -1.2% | -0.5% |
| 3M | +1.2% | +37.1% | -35.9% | -10.8% |
| 6M | -3.9% | +23.2% | -27.1% | -12.2% |
| YTD | +17.5% | +13.1% | +4.4% | +9.7% |
| 1Y | +22.6% | +0.9% | +21.8% | +19.6% |
| 3Y | +116.3% | -0.8% | +117.1% | +103.6% |
| 5Y | +157.6% | +31.1% | +126.5% | +105.3% |
| 10Y | +136.6% | +87.4% | +49.2% | +49.5% |
| All | +136.6% | +83.6% | +53.0% | +49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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