+117.2%
KMI vs HDB
+312.1%
-194.9%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.7% | -0.4% |
| 7D | +6.5% | +2.7% | +3.8% | +5.8% |
| 30D | -3.4% | +14.1% | -17.6% | -6.9% |
| 3M | +0.4% | +11.8% | -11.4% | -2.9% |
| 6M | -0.9% | +8.2% | -9.1% | -3.9% |
| YTD | +20.5% | -29.3% | +49.8% | +30.5% |
| 1Y | +23.2% | -28.8% | +52.0% | +33.1% |
| 3Y | +121.6% | -7.5% | +129.1% | +118.3% |
| 5Y | +149.1% | -23.1% | +172.1% | +154.0% |
| 10Y | +158.3% | +63.7% | +94.6% | +102.2% |
| All | +117.2% | +312.1% | -194.9% | +34.5% |
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