+17.6%
KMI vs BBWI
-35.0%
+52.6%
-10.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -1.5% |
| 7D | -2.1% | -8.0% | +6.0% | -2.2% |
| 30D | -1.7% | -6.6% | +4.9% | -1.8% |
| 3M | -1.9% | -2.7% | +0.8% | -2.0% |
| 6M | -4.3% | -12.8% | +8.4% | -4.3% |
| YTD | +15.8% | -10.5% | +26.3% | +16.4% |
| 1Y | +17.6% | -35.3% | +52.9% | +17.5% |
| All | +17.6% | -35.0% | +52.6% | +17.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling