-44.0%
KHC vs KMI
+51.0%
-95.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.5% | +0.6% |
| 7D | -3.3% | +6.0% | -9.3% | -4.6% |
| 30D | +9.1% | -3.4% | +12.5% | +9.8% |
| 3M | +1.4% | +1.8% | -0.4% | +0.7% |
| 6M | +8.4% | +0.4% | +7.9% | +7.7% |
| YTD | +6.2% | +20.8% | -14.7% | +0.8% |
| 1Y | +5.7% | +23.0% | -17.3% | -0.2% |
| 3Y | -12.0% | +123.3% | -135.4% | -29.6% |
| 5Y | -15.3% | +149.8% | -165.1% | -34.7% |
| 10Y | -51.8% | +159.0% | -210.8% | -64.6% |
| All | -44.0% | +51.0% | -95.0% | -50.8% |
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