+129.5%
KMI vs BHP
+496.8%
-367.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | -1.7% | -3.6% | +1.9% | -0.3% |
| 30D | -2.7% | -1.2% | -1.6% | -2.6% |
| 3M | -0.7% | +1.2% | -1.9% | -2.2% |
| 6M | -5.0% | +21.4% | -26.4% | -14.6% |
| YTD | +15.5% | +50.4% | -34.9% | -6.4% |
| 1Y | +16.4% | +67.5% | -51.1% | -10.5% |
| 3Y | +114.2% | +72.8% | +41.3% | +56.4% |
| 5Y | +153.3% | +112.6% | +40.7% | +57.7% |
| All | +129.5% | +496.8% | -367.3% | -17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 BHP 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