+115.7%
KMI vs HBM
+82.4%
+33.3%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.7% | -3.9% | +0.8% |
| 7D | -0.4% | +7.3% | -7.7% | -1.6% |
| 30D | +3.7% | +5.0% | -1.4% | +2.4% |
| 3M | +3.2% | +11.1% | -7.9% | 0.0% |
| 6M | -3.0% | +30.2% | -33.2% | -10.2% |
| YTD | +19.7% | +46.2% | -26.5% | +7.3% |
| 1Y | +25.6% | +120.0% | -94.4% | +3.3% |
| 3Y | +120.2% | +527.3% | -407.0% | +40.8% |
| 5Y | +160.5% | +400.3% | -239.8% | +65.3% |
| 10Y | +134.8% | +621.3% | -486.5% | +14.9% |
| All | +115.7% | +82.4% | +33.3% | +17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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