+108.2%
KMI vs DHI
+1,226.9%
-1,118.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.7% |
| 7D | -1.7% | -3.4% | +1.7% | -0.9% |
| 30D | -2.7% | -5.4% | +2.7% | -1.6% |
| 3M | -0.7% | -10.4% | +9.8% | +1.5% |
| 6M | -5.0% | -2.8% | -2.2% | -5.5% |
| YTD | +15.5% | -3.4% | +18.9% | +14.6% |
| 1Y | +16.4% | -22.9% | +39.3% | +21.8% |
| 3Y | +114.2% | +20.7% | +93.5% | +90.9% |
| 5Y | +153.3% | +62.1% | +91.1% | +99.8% |
| 10Y | +132.4% | +410.4% | -278.0% | +23.6% |
| All | +108.2% | +1,226.9% | -1,118.8% | -15.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling