+155.6%
KMI vs HWM
+1,554.5%
-1,398.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.3% | -1.0% | +0.6% |
| 7D | +0.2% | +5.0% | -4.7% | -1.3% |
| 30D | -3.7% | +1.5% | -5.2% | -4.6% |
| 3M | +1.2% | -20.3% | +21.6% | +7.6% |
| 6M | -0.3% | -18.0% | +17.8% | +4.5% |
| YTD | +19.2% | +9.5% | +9.7% | +12.1% |
| 1Y | +21.7% | +7.5% | +14.2% | +15.0% |
| 3Y | +120.4% | +355.7% | -235.3% | +22.3% |
| 5Y | +144.9% | +610.2% | -465.3% | +13.9% |
| 10Y | +155.6% | +1,516.8% | -1,361.2% | -16.8% |
| All | +155.6% | +1,554.5% | -1,398.9% | -16.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling