+129.5%
KMI vs HIG
+313.7%
-184.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.1% |
| 7D | -1.7% | -1.5% | -0.3% | -1.1% |
| 30D | -2.7% | -0.4% | -2.4% | -2.6% |
| 3M | -0.7% | +6.7% | -7.3% | -4.0% |
| 6M | -5.0% | +2.0% | -6.9% | -6.4% |
| YTD | +15.5% | +0.3% | +15.2% | +14.4% |
| 1Y | +16.4% | +4.2% | +12.2% | +12.9% |
| 3Y | +114.2% | +102.2% | +11.9% | +47.1% |
| 5Y | +153.3% | +118.5% | +34.7% | +64.5% |
| All | +129.5% | +313.7% | -184.1% | +4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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