+153.7%
KMI vs HWM
+1,301.3%
-1,147.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.0% | +0.6% | -0.8% |
| 7D | -2.1% | -12.5% | +10.5% | +1.8% |
| 30D | -1.7% | -19.0% | +17.3% | +4.5% |
| 3M | -1.9% | -8.6% | +6.7% | 0.0% |
| 6M | -4.3% | -10.2% | +5.8% | -2.9% |
| YTD | +15.8% | +11.3% | +4.5% | +9.0% |
| 1Y | +17.6% | +24.3% | -6.7% | +6.1% |
| 3Y | +113.1% | +382.3% | -269.1% | +16.7% |
| 5Y | +154.0% | +640.6% | -486.6% | +17.2% |
| All | +153.7% | +1,301.3% | -1,147.5% | -16.2% |
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