+118.0%
KMI vs GSK
+48.7%
+69.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -1.8% |
| 7D | -1.8% | -3.6% | +1.8% | -1.7% |
| 30D | +0.1% | -5.9% | +6.0% | +0.2% |
| 3M | +1.2% | -4.3% | +5.4% | +1.2% |
| 6M | -3.9% | -10.8% | +6.9% | -3.8% |
| YTD | +17.5% | +1.8% | +15.7% | +17.2% |
| 1Y | +22.6% | +23.5% | -0.8% | +21.2% |
| All | +118.0% | +48.7% | +69.3% | +110.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling