+108.2%
KMI vs GPN
+287.3%
-179.1%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -1.7% | -4.3% | +2.6% | -0.4% |
| 30D | -2.7% | 0.0% | -2.8% | -3.0% |
| 3M | -0.7% | +35.8% | -36.5% | -10.5% |
| 6M | -5.0% | +22.0% | -27.0% | -12.2% |
| YTD | +15.5% | +15.2% | +0.3% | +7.6% |
| 1Y | +16.4% | +3.5% | +12.9% | +11.8% |
| 3Y | +114.2% | -26.9% | +141.1% | +123.4% |
| 5Y | +153.3% | -44.2% | +197.5% | +181.3% |
| 10Y | +132.4% | +27.3% | +105.1% | +85.4% |
| All | +108.2% | +287.3% | -179.1% | +5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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