+26.6%
KMI vs HWM
+5.4%
+21.2%
-11.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.3% | +0.2% | -4.2% |
| 7D | -5.2% | +9.4% | -14.7% | -4.8% |
| 30D | +1.2% | -7.0% | +8.2% | +1.3% |
| 3M | +1.3% | -25.9% | +27.2% | +0.6% |
| 6M | -1.1% | -10.8% | +9.7% | -1.2% |
| YTD | +19.0% | +4.3% | +14.7% | +17.8% |
| 1Y | +26.6% | +4.4% | +22.2% | +27.0% |
| All | +26.6% | +5.4% | +21.2% | +27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 1y: compounded portfolio wealth divided by compounded HWM 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…
1y analysis · Full analysis span regression · 6 months rolling