+7.4%
HD vs KMI
+158.6%
-151.2%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.8% | -4.1% | -2.7% |
| 7D | -1.2% | -0.4% | -0.8% | -1.1% |
| 30D | -11.1% | +3.7% | -14.8% | -11.9% |
| 3M | +2.0% | +3.2% | -1.1% | +1.0% |
| 6M | -10.5% | -3.0% | -7.5% | -10.1% |
| YTD | -6.9% | +19.7% | -26.5% | -11.7% |
| 1Y | -23.2% | +25.6% | -48.8% | -28.2% |
| 3Y | +3.1% | +120.2% | -117.1% | -21.5% |
| 5Y | +7.4% | +160.5% | -153.1% | -21.6% |
| All | +7.4% | +158.6% | -151.2% | -21.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling