+155.6%
KMI vs HST
+143.8%
+11.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.5% |
| 7D | +0.2% | -1.3% | +1.5% | +0.7% |
| 30D | -3.7% | +13.4% | -17.0% | -8.1% |
| 3M | +1.2% | +16.7% | -15.5% | -4.6% |
| 6M | -0.3% | +24.0% | -24.3% | -8.6% |
| YTD | +19.2% | +54.0% | -34.7% | -0.1% |
| 1Y | +21.7% | +55.0% | -33.4% | +1.5% |
| 3Y | +120.4% | +89.3% | +31.0% | +65.6% |
| 5Y | +144.9% | +85.4% | +59.5% | +77.9% |
| 10Y | +155.6% | +137.1% | +18.4% | +54.6% |
| All | +155.6% | +143.8% | +11.8% | +54.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 HST 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