+108.2%
KMI vs JHX
+529.0%
-420.9%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.5% |
| 7D | -1.7% | -6.3% | +4.6% | -0.4% |
| 30D | -2.7% | -7.7% | +5.0% | -1.2% |
| 3M | -0.7% | +19.2% | -19.8% | -4.9% |
| 6M | -5.0% | +38.3% | -43.2% | -13.1% |
| YTD | +15.5% | +37.2% | -21.7% | +5.3% |
| 1Y | +16.4% | +42.3% | -25.8% | +4.5% |
| 3Y | +114.2% | -4.4% | +118.6% | +95.2% |
| 5Y | +153.3% | -26.4% | +179.6% | +140.9% |
| 10Y | +132.4% | +106.3% | +26.2% | +53.2% |
| All | +108.2% | +529.0% | -420.9% | -1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside JHX.
Daily Out/Under-Performance
Portfolio return minus JHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JHX 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 JHX 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