+129.5%
KMI vs HUBB
+446.9%
-317.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.1% | -1.0% |
| 7D | -1.7% | -0.1% | -1.7% | -1.7% |
| 30D | -2.7% | -10.0% | +7.2% | +1.5% |
| 3M | -0.7% | -1.6% | +0.9% | -1.2% |
| 6M | -5.0% | -3.1% | -1.9% | -5.9% |
| YTD | +15.5% | +4.6% | +10.9% | +9.8% |
| 1Y | +16.4% | +3.3% | +13.1% | +10.5% |
| 3Y | +114.2% | +46.6% | +67.6% | +62.6% |
| 5Y | +153.3% | +158.7% | -5.4% | +31.5% |
| All | +129.5% | +446.9% | -317.4% | -31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 HUBB 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