+128.0%
KMI vs GTLB
-50.0%
+178.0%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -5.4% | +7.2% | +2.0% |
| 7D | -0.4% | +4.6% | -4.9% | -0.5% |
| 30D | +3.7% | +21.0% | -17.3% | +2.9% |
| 3M | +3.2% | +51.7% | -48.5% | +1.6% |
| 6M | -3.0% | +89.3% | -92.3% | -5.5% |
| YTD | +19.7% | +25.6% | -6.0% | +18.3% |
| 1Y | +25.6% | -1.5% | +27.2% | +25.2% |
| 3Y | +120.2% | -9.9% | +130.1% | +117.7% |
| All | +128.0% | -50.0% | +178.0% | +117.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded GTLB 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling