+129.5%
KMI vs BWA
+156.8%
-27.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.7% |
| 7D | -1.7% | -1.3% | -0.4% | -1.4% |
| 30D | -2.7% | -2.9% | +0.2% | -2.1% |
| 3M | -0.7% | -10.7% | +10.0% | +2.2% |
| 6M | -5.0% | +26.5% | -31.4% | -13.1% |
| YTD | +15.5% | +49.1% | -33.6% | -1.4% |
| 1Y | +16.4% | +52.1% | -35.6% | -1.6% |
| 3Y | +114.2% | +72.6% | +41.6% | +67.5% |
| 5Y | +153.3% | +89.4% | +63.8% | +84.2% |
| All | +129.5% | +156.8% | -27.3% | +33.2% |
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