+203.4%
HD vs KMI
+137.5%
+65.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | -0.1% | -1.1% |
| 7D | -3.9% | -2.1% | -1.8% | -3.3% |
| 30D | -13.1% | -1.7% | -11.4% | -12.8% |
| 3M | -3.4% | -1.9% | -1.6% | -3.2% |
| 6M | -12.6% | -4.3% | -8.2% | -11.8% |
| YTD | -9.2% | +15.8% | -25.0% | -14.3% |
| 1Y | -23.9% | +17.6% | -41.5% | -28.7% |
| 3Y | +0.4% | +113.1% | -112.7% | -25.0% |
| 5Y | +4.5% | +154.0% | -149.5% | -27.6% |
| All | +203.4% | +137.5% | +65.9% | +100.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KMI.
Daily Out/Under-Performance
Portfolio return minus KMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMI 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 KMI 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