+111.8%
KMI vs HDB
+269.8%
-158.0%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | -0.5% | +0.4% | -0.9% | -0.6% |
| 30D | +0.9% | -2.8% | +3.7% | +1.6% |
| 3M | 0.0% | -3.5% | +3.5% | +0.3% |
| 6M | -5.7% | -24.7% | +19.0% | +0.8% |
| YTD | +17.5% | -36.6% | +54.0% | +31.4% |
| 1Y | +22.3% | -34.4% | +56.7% | +35.3% |
| 3Y | +111.9% | -24.4% | +136.3% | +121.3% |
| 5Y | +151.8% | -35.4% | +187.2% | +170.4% |
| 10Y | +138.7% | +39.5% | +99.1% | +95.3% |
| All | +111.8% | +269.8% | -158.0% | +35.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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