+150.6%
KMI vs DHI
+61.2%
+89.4%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.5% |
| 7D | -1.7% | -3.4% | +1.7% | -1.4% |
| 30D | -2.7% | -5.4% | +2.7% | -2.3% |
| 3M | -0.7% | -10.4% | +9.8% | +0.2% |
| 6M | -5.0% | -2.8% | -2.2% | -5.2% |
| YTD | +15.5% | -3.4% | +18.9% | +15.0% |
| 1Y | +16.4% | -22.9% | +39.3% | +19.0% |
| 3Y | +114.2% | +20.7% | +93.5% | +100.2% |
| All | +150.6% | +61.2% | +89.4% | +109.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 5y: compounded portfolio wealth divided by compounded DHI 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…
5y analysis · Full analysis span regression · 6 months rolling