+154.0%
KMI vs HRB
+109.9%
+44.1%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.4% |
| 7D | -2.1% | -12.2% | +10.1% | -0.8% |
| 30D | -1.7% | -3.0% | +1.3% | -1.6% |
| 3M | -1.9% | +21.7% | -23.6% | -4.5% |
| 6M | -4.3% | +52.3% | -56.7% | -9.8% |
| YTD | +15.8% | +6.5% | +9.3% | +14.7% |
| 1Y | +17.6% | -6.7% | +24.3% | +18.7% |
| 3Y | +113.1% | +25.1% | +88.0% | +102.1% |
| 5Y | +154.0% | +113.8% | +40.2% | +126.3% |
| All | +154.0% | +109.9% | +44.1% | +126.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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