+129.5%
KMI vs GSK
+80.1%
+49.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -1.7% | -3.5% | +1.8% | -0.7% |
| 30D | -2.7% | -3.4% | +0.7% | -1.8% |
| 3M | -0.7% | -8.1% | +7.5% | +1.6% |
| 6M | -5.0% | -11.1% | +6.2% | -2.1% |
| YTD | +15.5% | +0.7% | +14.7% | +13.5% |
| 1Y | +16.4% | +20.1% | -3.7% | +6.9% |
| 3Y | +114.2% | +46.1% | +68.0% | +75.8% |
| 5Y | +153.3% | +48.2% | +105.0% | +99.2% |
| All | +129.5% | +80.1% | +49.5% | +61.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 10y: compounded portfolio wealth divided by compounded GSK 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…
10y analysis · Full analysis span regression · 6 months rolling