+160.5%
KMI vs HST
+72.4%
+88.1%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.8% | +1.8% |
| 7D | -0.4% | +2.0% | -2.4% | -0.9% |
| 30D | +3.7% | -5.2% | +8.9% | +5.0% |
| 3M | +3.2% | -6.2% | +9.4% | +4.5% |
| 6M | -3.0% | +20.4% | -23.4% | -8.5% |
| YTD | +19.7% | +30.6% | -11.0% | +10.0% |
| 1Y | +25.6% | +37.4% | -11.7% | +13.5% |
| 3Y | +120.2% | +66.1% | +54.1% | +83.8% |
| 5Y | +160.5% | +73.7% | +86.8% | +106.9% |
| All | +160.5% | +72.4% | +88.1% | +106.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling