+103.9%
KMI vs HST
+128.9%
-25.0%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.7% | -0.7% |
| 7D | -10.8% | -2.7% | -8.1% | -9.8% |
| 30D | -5.0% | +10.7% | -15.7% | -8.8% |
| 3M | -3.4% | +6.3% | -9.6% | -5.9% |
| 6M | -3.4% | +19.0% | -22.4% | -10.6% |
| YTD | +13.1% | +47.0% | -33.9% | -4.4% |
| 1Y | +19.0% | +53.4% | -34.4% | -1.3% |
| 3Y | +106.1% | +78.0% | +28.1% | +56.7% |
| 5Y | +130.1% | +71.7% | +58.4% | +70.3% |
| 10Y | +151.9% | +146.2% | +5.7% | +44.6% |
| All | +103.9% | +128.9% | -25.0% | +10.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling