+150.6%
KMI vs BWA
+87.2%
+63.4%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.5% |
| 7D | -1.7% | -1.3% | -0.4% | -1.5% |
| 30D | -2.7% | -2.9% | +0.2% | -2.4% |
| 3M | -0.7% | -10.7% | +10.0% | +1.1% |
| 6M | -5.0% | +26.5% | -31.4% | -10.0% |
| YTD | +15.5% | +49.1% | -33.6% | +4.4% |
| 1Y | +16.4% | +52.1% | -35.6% | +4.6% |
| 3Y | +114.2% | +72.6% | +41.6% | +82.9% |
| All | +150.6% | +87.2% | +63.4% | +98.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling