+108.8%
KMI vs LH
+331.5%
-222.7%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.4% | +2.9% | +0.3% |
| 7D | -2.1% | -7.4% | +5.3% | +0.9% |
| 30D | -1.7% | -4.6% | +2.9% | 0.0% |
| 3M | -1.9% | +14.5% | -16.4% | -7.5% |
| 6M | -4.3% | +14.8% | -19.1% | -10.2% |
| YTD | +15.8% | +23.3% | -7.5% | +5.2% |
| 1Y | +17.6% | +13.6% | +4.0% | +10.0% |
| 3Y | +113.1% | +56.3% | +56.8% | +71.2% |
| 5Y | +154.0% | +25.2% | +128.8% | +119.4% |
| 10Y | +133.1% | +179.1% | -46.0% | +28.5% |
| All | +108.8% | +331.5% | -222.7% | -7.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling