+26.6%
KMI vs LHX
-8.3%
+34.8%
-11.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -6.5% | +2.4% | -3.1% |
| 7D | -5.2% | -0.3% | -4.9% | -5.1% |
| 30D | +1.2% | +9.7% | -8.4% | +0.1% |
| 3M | +1.3% | -8.5% | +9.9% | +2.3% |
| 6M | -1.1% | -15.1% | +13.9% | +0.1% |
| YTD | +19.0% | -10.4% | +29.4% | +20.1% |
| 1Y | +26.6% | -9.3% | +35.9% | +28.8% |
| All | +26.6% | -8.3% | +34.8% | +28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LHX.
Daily Out/Under-Performance
Portfolio return minus LHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LHX 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 1y: compounded portfolio wealth divided by compounded LHX 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…
1y analysis · Full analysis span regression · 6 months rolling