-23.1%
HD vs KMI
+22.7%
-45.8%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.7% | -1.2% |
| 7D | -1.8% | -1.8% | -0.1% | -1.9% |
| 30D | -10.8% | +0.1% | -10.9% | -10.8% |
| 3M | -2.7% | +1.2% | -3.8% | -2.7% |
| 6M | -10.3% | -3.9% | -6.4% | -10.4% |
| YTD | -7.8% | +17.5% | -25.3% | -9.0% |
| 1Y | -23.1% | +22.6% | -45.8% | -24.6% |
| All | -23.1% | +22.7% | -45.8% | -24.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling