+120.2%
KMI vs GPC
-2.2%
+122.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.9% | +4.8% | +2.1% |
| 7D | -0.4% | +0.2% | -0.6% | -0.4% |
| 30D | +3.7% | -0.4% | +4.1% | +3.7% |
| 3M | +3.2% | +39.2% | -36.0% | -0.7% |
| 6M | -3.0% | +18.2% | -21.2% | -4.9% |
| YTD | +19.7% | +12.1% | +7.6% | +17.5% |
| 1Y | +25.6% | -0.7% | +26.3% | +25.5% |
| 3Y | +120.2% | -1.7% | +121.9% | +114.5% |
| All | +120.2% | -2.2% | +122.4% | +114.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling