+180.7%
HIMS vs KMI
+125.6%
+55.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.5% | +0.3% |
| 7D | -0.7% | -1.7% | +1.0% | -0.3% |
| 30D | -8.2% | -2.7% | -5.5% | -7.9% |
| 3M | -4.7% | -0.7% | -4.0% | -5.4% |
| 6M | +6.3% | -5.0% | +11.3% | +6.7% |
| YTD | -15.3% | +15.5% | -30.7% | -20.1% |
| 1Y | -46.9% | +16.4% | -63.3% | -50.0% |
| 3Y | +321.3% | +114.2% | +207.1% | +257.6% |
| 5Y | +215.8% | +153.3% | +62.6% | +164.7% |
| All | +180.7% | +125.6% | +55.1% | +134.0% |
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