+111.8%
KMI vs HST
+103.2%
+8.6%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.7% |
| 7D | -0.5% | -1.0% | +0.5% | -0.1% |
| 30D | +0.9% | -12.3% | +13.2% | +5.9% |
| 3M | 0.0% | -6.4% | +6.3% | +2.1% |
| 6M | -5.7% | +15.0% | -20.7% | -11.7% |
| YTD | +17.5% | +30.5% | -13.0% | +4.3% |
| 1Y | +22.3% | +35.7% | -13.4% | +6.5% |
| 3Y | +111.9% | +68.4% | +43.6% | +64.2% |
| 5Y | +151.8% | +73.1% | +78.7% | +84.7% |
| 10Y | +138.7% | +92.7% | +45.9% | +51.7% |
| All | +111.8% | +103.2% | +8.6% | +20.1% |
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