+111.8%
KMI vs HAS
+238.3%
-126.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.5% |
| 7D | -0.5% | -1.8% | +1.3% | 0.0% |
| 30D | +0.9% | +2.3% | -1.4% | +0.3% |
| 3M | 0.0% | +10.4% | -10.4% | -3.0% |
| 6M | -5.7% | -3.2% | -2.5% | -5.7% |
| YTD | +17.5% | +15.4% | +2.1% | +11.7% |
| 1Y | +22.3% | +18.8% | +3.5% | +15.0% |
| 3Y | +111.9% | +43.9% | +68.0% | +83.0% |
| 5Y | +151.8% | +13.9% | +138.0% | +128.6% |
| 10Y | +138.7% | +56.4% | +82.2% | +78.0% |
| All | +111.8% | +238.3% | -126.4% | +12.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling