+677.7%
HPE vs KMI
+75.1%
+602.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +1.8% | +5.9% | +6.9% |
| 7D | +10.1% | -0.4% | +10.5% | +10.4% |
| 30D | +5.3% | +3.7% | +1.6% | +3.6% |
| 3M | +12.7% | +3.2% | +9.5% | +10.6% |
| 6M | +167.7% | -3.0% | +170.6% | +169.5% |
| YTD | +135.5% | +19.7% | +115.8% | +114.2% |
| 1Y | +143.4% | +25.6% | +117.8% | +116.1% |
| 3Y | +249.2% | +120.2% | +129.0% | +137.6% |
| 5Y | +343.8% | +160.5% | +183.4% | +178.7% |
| 10Y | +495.9% | +134.8% | +361.1% | +268.7% |
| All | +677.7% | +75.1% | +602.5% | +389.3% |
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