+115.7%
KMI vs GSK
+174.3%
-58.6%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.7% | +4.6% | +2.8% |
| 7D | -0.4% | -4.2% | +3.8% | +1.2% |
| 30D | +3.7% | -7.5% | +11.2% | +6.5% |
| 3M | +3.2% | -3.3% | +6.4% | +3.9% |
| 6M | -3.0% | -9.3% | +6.3% | -0.3% |
| YTD | +19.7% | +1.6% | +18.1% | +17.0% |
| 1Y | +25.6% | +25.5% | +0.1% | +11.8% |
| 3Y | +120.2% | +49.3% | +71.0% | +74.7% |
| 5Y | +160.5% | +46.7% | +113.8% | +102.0% |
| 10Y | +134.8% | +76.8% | +58.0% | +61.4% |
| All | +115.7% | +174.3% | -58.6% | +14.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling