+115.7%
KMI vs BHP
+163.3%
-47.6%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.7% | +0.1% | +1.1% |
| 7D | -0.4% | +1.3% | -1.6% | -0.9% |
| 30D | +3.7% | +4.0% | -0.3% | +1.7% |
| 3M | +3.2% | +12.3% | -9.1% | -2.8% |
| 6M | -3.0% | +30.8% | -33.8% | -15.5% |
| YTD | +19.7% | +58.8% | -39.1% | -4.9% |
| 1Y | +25.6% | +76.8% | -51.2% | -5.3% |
| 3Y | +120.2% | +87.5% | +32.8% | +56.3% |
| 5Y | +160.5% | +123.9% | +36.6% | +63.1% |
| 10Y | +134.8% | +504.4% | -369.6% | -10.1% |
| All | +115.7% | +163.3% | -47.6% | -1.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling