+155.8%
KMI vs GPC
+32.9%
+122.8%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -0.8% |
| 7D | -0.5% | +1.2% | -1.7% | -0.7% |
| 30D | +0.9% | +6.0% | -5.1% | -0.2% |
| 3M | 0.0% | +42.6% | -42.6% | -6.8% |
| 6M | -5.7% | +22.8% | -28.5% | -9.6% |
| YTD | +17.5% | +15.5% | +2.0% | +13.2% |
| 1Y | +22.3% | +2.0% | +20.2% | +21.1% |
| 3Y | +111.9% | -1.4% | +113.4% | +107.8% |
| All | +155.8% | +32.9% | +122.8% | +113.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling