+154.0%
KMI vs HIG
+118.8%
+35.2%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.6% | -1.5% |
| 7D | -2.1% | -2.3% | +0.2% | -1.1% |
| 30D | -1.7% | -1.2% | -0.5% | -1.2% |
| 3M | -1.9% | +6.3% | -8.2% | -4.7% |
| 6M | -4.3% | +0.6% | -4.9% | -5.1% |
| YTD | +15.8% | +0.6% | +15.2% | +14.7% |
| 1Y | +17.6% | +6.1% | +11.5% | +13.4% |
| 3Y | +113.1% | +102.0% | +11.2% | +50.8% |
| 5Y | +154.0% | +119.2% | +34.8% | +66.8% |
| All | +154.0% | +118.8% | +35.2% | +66.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling