+157.6%
KMI vs PH
+251.4%
-93.8%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.6% |
| 7D | -1.8% | 0.0% | -1.8% | -1.8% |
| 30D | +0.1% | -10.3% | +10.4% | +3.3% |
| 3M | +1.2% | +5.1% | -3.9% | -0.7% |
| 6M | -3.9% | +2.3% | -6.2% | -5.5% |
| YTD | +17.5% | +8.7% | +8.8% | +12.9% |
| 1Y | +22.6% | +26.8% | -4.1% | +11.2% |
| 3Y | +116.3% | +139.2% | -22.9% | +51.3% |
| 5Y | +157.6% | +251.1% | -93.5% | +46.1% |
| All | +157.6% | +251.4% | -93.8% | +46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 5y: compounded portfolio wealth divided by compounded PH 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…
5y analysis · Full analysis span regression · 6 months rolling