+130.2%
KMI vs HST
+109.4%
+20.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -1.9% | -1.6% |
| 7D | -2.1% | +0.7% | -2.7% | -2.3% |
| 30D | -1.7% | -0.7% | -1.0% | -1.5% |
| 3M | -1.9% | -4.0% | +2.1% | -0.9% |
| 6M | -4.3% | +20.7% | -25.0% | -11.7% |
| YTD | +15.8% | +31.0% | -15.2% | +3.2% |
| 1Y | +17.6% | +36.2% | -18.6% | +2.9% |
| 3Y | +113.1% | +66.6% | +46.5% | +67.8% |
| 5Y | +154.0% | +75.8% | +78.2% | +87.2% |
| All | +130.2% | +109.4% | +20.8% | +48.6% |
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