+111.8%
KMI vs PH
+1,262.4%
-1,150.6%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | -0.5% | -3.1% | +2.6% | +0.9% |
| 30D | +0.9% | -3.2% | +4.1% | +2.2% |
| 3M | 0.0% | +10.6% | -10.6% | -5.2% |
| 6M | -5.7% | -2.1% | -3.6% | -6.2% |
| YTD | +17.5% | +10.2% | +7.3% | +10.0% |
| 1Y | +22.3% | +28.2% | -5.9% | +5.8% |
| 3Y | +111.9% | +134.9% | -23.0% | +31.1% |
| 5Y | +151.8% | +253.6% | -101.8% | +22.2% |
| 10Y | +138.7% | +804.7% | -666.1% | -32.0% |
| All | +111.8% | +1,262.4% | -1,150.6% | -52.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling