+111.8%
KMI vs GPC
+310.4%
-198.6%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -1.1% |
| 7D | -0.5% | +1.2% | -1.7% | -1.0% |
| 30D | +0.9% | +6.0% | -5.1% | -1.5% |
| 3M | 0.0% | +42.6% | -42.6% | -14.2% |
| 6M | -5.7% | +22.8% | -28.5% | -14.4% |
| YTD | +17.5% | +15.5% | +2.0% | +8.1% |
| 1Y | +22.3% | +2.0% | +20.2% | +18.3% |
| 3Y | +111.9% | -1.4% | +113.4% | +99.2% |
| 5Y | +151.8% | +30.6% | +121.3% | +100.1% |
| 10Y | +138.7% | +80.6% | +58.0% | +51.9% |
| All | +111.8% | +310.4% | -198.6% | -16.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling