+114.8%
KMI vs BWA
+68.2%
+46.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.1% | -1.5% |
| 7D | -2.1% | -0.1% | -2.0% | -2.1% |
| 30D | -1.7% | -5.5% | +3.8% | -1.3% |
| 3M | -1.9% | -7.6% | +5.7% | -1.3% |
| 6M | -4.3% | +25.0% | -29.3% | -6.9% |
| YTD | +15.8% | +47.0% | -31.1% | +9.8% |
| 1Y | +17.6% | +54.0% | -36.4% | +10.6% |
| All | +114.8% | +68.2% | +46.5% | +92.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling