+99.3%
HLT vs KMI
+111.5%
-12.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | -1.6% | -1.7% | +0.1% | -1.2% |
| 30D | -5.0% | -2.7% | -2.3% | -4.5% |
| 3M | -10.4% | -0.7% | -9.7% | -10.5% |
| 6M | +3.2% | -5.0% | +8.2% | +4.1% |
| YTD | +6.7% | +15.5% | -8.7% | +0.9% |
| 1Y | +10.3% | +16.4% | -6.2% | +3.7% |
| 3Y | +99.3% | +114.2% | -14.8% | +50.6% |
| All | +99.3% | +111.5% | -12.2% | +50.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling