+115.7%
KMI vs HRB
+526.2%
-410.5%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -6.5% | +8.3% | +3.2% |
| 7D | -0.4% | -9.1% | +8.7% | +1.6% |
| 30D | +3.7% | +0.3% | +3.4% | +3.1% |
| 3M | +3.2% | +23.4% | -20.2% | -2.5% |
| 6M | -3.0% | +45.1% | -48.1% | -12.5% |
| YTD | +19.7% | +8.9% | +10.8% | +14.9% |
| 1Y | +25.6% | -7.9% | +33.5% | +25.3% |
| 3Y | +120.2% | +27.9% | +92.3% | +98.4% |
| 5Y | +160.5% | +108.3% | +52.2% | +101.5% |
| 10Y | +134.8% | +208.4% | -73.6% | +52.8% |
| All | +115.7% | +526.2% | -410.5% | +8.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling