+136.6%
KMI vs HAS
+54.3%
+82.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.4% |
| 7D | -1.8% | -4.8% | +3.1% | -0.6% |
| 30D | +0.1% | -5.1% | +5.2% | +1.3% |
| 3M | +1.2% | +6.4% | -5.2% | -0.7% |
| 6M | -3.9% | -5.6% | +1.7% | -3.3% |
| YTD | +17.5% | +11.0% | +6.6% | +13.3% |
| 1Y | +22.6% | +16.8% | +5.9% | +16.4% |
| 3Y | +116.3% | +44.0% | +72.3% | +89.0% |
| 5Y | +157.6% | +11.0% | +146.6% | +138.1% |
| 10Y | +136.6% | +56.0% | +80.6% | +92.3% |
| All | +136.6% | +54.3% | +82.3% | +92.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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