-43.0%
KHC vs KMI
+49.5%
-92.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.6% | -0.2% |
| 7D | -2.2% | -0.4% | -1.8% | -2.1% |
| 30D | -0.1% | +3.7% | -3.7% | -1.0% |
| 3M | +8.3% | +3.2% | +5.2% | +7.3% |
| 6M | +5.0% | -3.0% | +7.9% | +5.3% |
| YTD | +8.0% | +19.7% | -11.7% | +3.0% |
| 1Y | -1.1% | +25.6% | -26.7% | -6.9% |
| 3Y | -10.7% | +120.2% | -130.9% | -28.2% |
| 5Y | -13.5% | +160.5% | -174.0% | -34.0% |
| 10Y | -55.4% | +134.8% | -190.2% | -66.7% |
| All | -43.0% | +49.5% | -92.5% | -49.8% |
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