+117.2%
KMI vs PH
+1,255.5%
-1,138.2%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.2% | -0.3% |
| 7D | +6.5% | +4.3% | +2.2% | +4.5% |
| 30D | -3.4% | +0.1% | -3.6% | -3.8% |
| 3M | +0.4% | -9.4% | +9.8% | +4.5% |
| 6M | -0.9% | +8.8% | -9.7% | -5.8% |
| YTD | +20.5% | +9.6% | +10.9% | +12.7% |
| 1Y | +23.2% | +14.4% | +8.7% | +12.6% |
| 3Y | +121.6% | +134.5% | -12.9% | +37.2% |
| 5Y | +149.1% | +204.4% | -55.3% | +30.6% |
| 10Y | +158.3% | +697.3% | -539.0% | -22.4% |
| All | +117.2% | +1,255.5% | -1,138.2% | -51.8% |
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