+178.9%
KMI vs USHY
+49.7%
+129.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -1.7% | -0.7% | -1.0% | -0.6% |
| 30D | -2.7% | -0.7% | -2.1% | -1.7% |
| 3M | -0.7% | +0.1% | -0.7% | -0.8% |
| 6M | -5.0% | +1.8% | -6.7% | -7.9% |
| YTD | +15.5% | +1.8% | +13.7% | +11.9% |
| 1Y | +16.4% | +3.3% | +13.1% | +10.0% |
| 3Y | +114.2% | +27.0% | +87.2% | +44.8% |
| 5Y | +153.3% | +21.0% | +132.2% | +89.2% |
| All | +178.9% | +49.7% | +129.2% | +49.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 10y: compounded portfolio wealth divided by compounded USHY 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…
10y analysis · Full analysis span regression · 6 months rolling