+129.5%
KMI vs BBWI
-55.0%
+184.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +6.4% | -6.7% | -1.3% |
| 7D | -1.7% | -4.8% | +3.1% | -1.0% |
| 30D | -2.7% | +3.5% | -6.2% | -3.4% |
| 3M | -0.7% | -0.3% | -0.4% | -1.3% |
| 6M | -5.0% | -5.4% | +0.4% | -5.7% |
| YTD | +15.5% | -4.7% | +20.2% | +13.8% |
| 1Y | +16.4% | -30.5% | +46.9% | +19.8% |
| 3Y | +114.2% | -44.3% | +158.5% | +119.5% |
| 5Y | +153.3% | -66.9% | +220.1% | +175.9% |
| All | +129.5% | -55.0% | +184.5% | +70.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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