+129.5%
KMI vs GWRE
+131.0%
-1.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.4% |
| 7D | -1.7% | -13.2% | +11.5% | +0.4% |
| 30D | -2.7% | -18.6% | +15.8% | -0.3% |
| 3M | -0.7% | +18.9% | -19.6% | -5.1% |
| 6M | -5.0% | -11.0% | +6.0% | -5.6% |
| YTD | +15.5% | -29.9% | +45.4% | +19.7% |
| 1Y | +16.4% | -44.3% | +60.8% | +26.3% |
| 3Y | +114.2% | +51.7% | +62.5% | +79.0% |
| 5Y | +153.3% | +15.4% | +137.8% | +123.1% |
| All | +129.5% | +131.0% | -1.5% | +57.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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