+144.9%
KMI vs HWM
+603.8%
-458.9%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.3% | -1.0% | +0.7% |
| 7D | +0.2% | +5.0% | -4.7% | -0.9% |
| 30D | -3.7% | +1.5% | -5.2% | -4.2% |
| 3M | +1.2% | -20.3% | +21.6% | +6.4% |
| 6M | -0.3% | -18.0% | +17.8% | +3.7% |
| YTD | +19.2% | +9.5% | +9.7% | +12.7% |
| 1Y | +21.7% | +7.5% | +14.2% | +15.5% |
| 3Y | +120.4% | +355.7% | -235.3% | +25.2% |
| 5Y | +144.9% | +610.2% | -465.3% | +13.6% |
| All | +144.9% | +603.8% | -458.9% | +13.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling