+149.8%
KMI vs GPC
+4.8%
+145.0%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.1% | +1.5% |
| 7D | +6.0% | -1.3% | +7.3% | +6.3% |
| 30D | -3.4% | -6.0% | +2.6% | -2.5% |
| 3M | +1.8% | -7.6% | +9.4% | +3.0% |
| 6M | +0.4% | +24.2% | -23.8% | -4.2% |
| YTD | +20.8% | +2.7% | +18.1% | +18.7% |
| 1Y | +23.0% | +0.2% | +22.8% | +21.4% |
| 3Y | +123.3% | -0.8% | +124.1% | +114.4% |
| 5Y | +149.8% | +4.4% | +145.4% | +128.4% |
| All | +149.8% | +4.8% | +145.0% | +128.4% |
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