+246.3%
HPE vs KMI
+112.1%
+134.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -1.5% | -4.8% | -5.6% |
| 7D | +1.4% | -2.1% | +3.5% | +2.4% |
| 30D | +1.5% | -1.7% | +3.2% | +2.3% |
| 3M | +21.7% | -1.9% | +23.6% | +22.2% |
| 6M | +164.2% | -4.3% | +168.5% | +167.4% |
| YTD | +132.1% | +15.8% | +116.2% | +111.7% |
| 1Y | +130.6% | +17.6% | +113.1% | +108.2% |
| All | +246.3% | +112.1% | +134.2% | +148.7% |
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