+160.5%
KMI vs HWM
+655.8%
-495.3%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -10.7% | +12.5% | +4.5% |
| 7D | -0.4% | -9.2% | +8.8% | +1.7% |
| 30D | +3.7% | -17.9% | +21.5% | +8.5% |
| 3M | +3.2% | -6.0% | +9.2% | +3.8% |
| 6M | -3.0% | -7.4% | +4.4% | -2.7% |
| YTD | +19.7% | +13.1% | +6.6% | +12.5% |
| 1Y | +25.6% | +29.3% | -3.7% | +12.7% |
| 3Y | +120.2% | +389.9% | -269.7% | +23.1% |
| 5Y | +160.5% | +655.5% | -495.1% | +19.7% |
| All | +160.5% | +655.8% | -495.3% | +19.7% |
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