+114.2%
KMI vs LHX
+54.0%
+60.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | 0.0% |
| 7D | -1.7% | -4.3% | +2.5% | -0.7% |
| 30D | -2.7% | -15.1% | +12.4% | +0.9% |
| 3M | -0.7% | -21.0% | +20.3% | +4.4% |
| 6M | -5.0% | -32.0% | +27.0% | +3.7% |
| YTD | +15.5% | -15.3% | +30.8% | +18.1% |
| 1Y | +16.4% | -11.1% | +27.5% | +16.8% |
| 3Y | +114.2% | +54.0% | +60.1% | +76.6% |
| All | +114.2% | +54.0% | +60.2% | +76.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling