+111.9%
KMI vs HIG
+545.8%
-433.9%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.4% | -2.1% |
| 7D | -1.8% | -0.5% | -1.3% | -1.6% |
| 30D | +0.1% | -2.8% | +2.9% | +1.2% |
| 3M | +1.2% | +6.3% | -5.2% | -1.6% |
| 6M | -3.9% | -0.1% | -3.8% | -4.4% |
| YTD | +17.5% | +0.4% | +17.1% | +16.5% |
| 1Y | +22.6% | +6.2% | +16.4% | +18.6% |
| 3Y | +116.3% | +101.6% | +14.7% | +58.6% |
| 5Y | +157.6% | +119.8% | +37.8% | +80.1% |
| 10Y | +136.6% | +311.7% | -175.2% | +22.3% |
| All | +111.9% | +545.8% | -433.9% | -8.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling