+154.3%
KMI vs BWA
+94.2%
+60.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | +6.5% | +4.3% | +2.3% | +5.2% |
| 30D | -3.4% | -13.0% | +9.6% | +0.4% |
| 3M | +0.4% | -24.8% | +25.2% | +8.4% |
| 6M | -0.9% | -23.5% | +22.6% | +5.4% |
| YTD | +20.5% | +13.8% | +6.6% | +10.8% |
| 1Y | +23.2% | +13.4% | +9.7% | +13.2% |
| 3Y | +121.6% | +62.8% | +58.9% | +73.7% |
| 5Y | +149.1% | +28.5% | +120.6% | +105.4% |
| All | +154.3% | +94.2% | +60.1% | +65.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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