+114.2%
KMI vs GWRE
+50.1%
+64.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.3% |
| 7D | -1.7% | -13.2% | +11.5% | -1.2% |
| 30D | -2.7% | -18.6% | +15.8% | -2.2% |
| 3M | -0.7% | +18.9% | -19.6% | -2.1% |
| 6M | -5.0% | -11.0% | +6.0% | -4.9% |
| YTD | +15.5% | -29.9% | +45.4% | +18.1% |
| 1Y | +16.4% | -44.3% | +60.8% | +21.9% |
| 3Y | +114.2% | +51.7% | +62.5% | +101.1% |
| All | +114.2% | +50.1% | +64.1% | +101.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling