+1,143.4%
HD vs KMI
+107.5%
+1,035.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.6% | +1.1% |
| 7D | -2.1% | -0.5% | -1.5% | -1.9% |
| 30D | -8.4% | +0.9% | -9.3% | -8.7% |
| 3M | +4.3% | 0.0% | +4.4% | +4.1% |
| 6M | -11.1% | -5.7% | -5.4% | -10.1% |
| YTD | -4.7% | +17.5% | -22.2% | -9.4% |
| 1Y | -19.8% | +22.3% | -42.1% | -24.8% |
| 3Y | +4.1% | +111.9% | -107.8% | -17.5% |
| 5Y | +10.3% | +151.8% | -141.5% | -17.4% |
| 10Y | +203.2% | +138.7% | +64.5% | +118.8% |
| All | +1,143.4% | +107.5% | +1,035.9% | +758.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling