+563.1%
HPE vs KMI
+136.8%
+426.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -0.3% | +12.7% | +12.6% |
| 7D | +19.4% | -1.7% | +21.1% | +20.5% |
| 30D | +5.6% | -2.7% | +8.4% | +7.1% |
| 3M | +33.1% | -0.7% | +33.7% | +32.9% |
| 6M | +192.5% | -5.0% | +197.4% | +197.7% |
| YTD | +160.9% | +15.5% | +145.5% | +138.1% |
| 1Y | +155.0% | +16.4% | +138.5% | +131.1% |
| 3Y | +289.4% | +114.2% | +175.2% | +150.7% |
| 5Y | +395.7% | +153.3% | +242.4% | +188.9% |
| All | +563.1% | +136.8% | +426.3% | +280.4% |
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 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