+117.9%
KMI vs HST
+137.3%
-19.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.7% |
| 7D | +6.0% | +3.6% | +2.4% | +4.6% |
| 30D | -3.4% | +9.9% | -13.3% | -7.0% |
| 3M | +1.8% | +12.9% | -11.2% | -3.2% |
| 6M | +0.4% | +22.9% | -22.4% | -8.1% |
| YTD | +20.8% | +52.4% | -31.6% | +0.8% |
| 1Y | +23.0% | +52.5% | -29.6% | +2.3% |
| 3Y | +123.3% | +87.4% | +35.9% | +66.3% |
| 5Y | +149.8% | +82.9% | +66.9% | +80.1% |
| 10Y | +159.0% | +134.8% | +24.2% | +52.1% |
| All | +117.9% | +137.3% | -19.4% | +16.1% |
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