+111.8%
KMI vs BWA
+151.4%
-39.6%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.8% | -3.4% | -1.5% |
| 7D | -0.5% | +5.7% | -6.2% | -2.2% |
| 30D | +0.9% | +1.4% | -0.5% | +0.2% |
| 3M | 0.0% | -12.1% | +12.1% | +3.2% |
| 6M | -5.7% | +28.6% | -34.3% | -14.3% |
| YTD | +17.5% | +51.1% | -33.6% | -0.2% |
| 1Y | +22.3% | +55.9% | -33.6% | +2.4% |
| 3Y | +111.9% | +70.1% | +41.8% | +66.7% |
| 5Y | +151.8% | +90.7% | +61.2% | +84.2% |
| 10Y | +138.7% | +154.0% | -15.3% | +45.2% |
| All | +111.8% | +151.4% | -39.6% | +22.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling