+114.2%
KMI vs LH
+58.7%
+55.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.6% |
| 7D | -1.7% | -4.7% | +3.0% | -0.9% |
| 30D | -2.7% | -3.5% | +0.7% | -2.2% |
| 3M | -0.7% | +17.7% | -18.4% | -4.2% |
| 6M | -5.0% | +15.8% | -20.7% | -8.1% |
| YTD | +15.5% | +25.1% | -9.6% | +9.2% |
| 1Y | +16.4% | +12.5% | +3.9% | +13.1% |
| 3Y | +114.2% | +59.8% | +54.4% | +85.7% |
| All | +114.2% | +58.7% | +55.5% | +85.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 3y: compounded portfolio wealth divided by compounded LH 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…
3y analysis · Full analysis span regression · 6 months rolling