+114.2%
KMI vs GTLB
-10.9%
+125.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.3% |
| 7D | -1.7% | -5.7% | +4.0% | -1.6% |
| 30D | -2.7% | +15.1% | -17.9% | -3.1% |
| 3M | -0.7% | +65.5% | -66.1% | -2.1% |
| 6M | -5.0% | +102.9% | -107.9% | -7.3% |
| YTD | +15.5% | +25.2% | -9.7% | +14.8% |
| 1Y | +16.4% | -5.5% | +22.0% | +17.1% |
| 3Y | +114.2% | -10.9% | +125.0% | +115.5% |
| All | +114.2% | -10.9% | +125.1% | +115.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling