+164.8%
KMI vs HWM
+1,272.7%
-1,108.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.5% |
| 7D | +6.0% | +11.1% | -5.1% | +2.6% |
| 30D | -3.4% | +3.0% | -6.4% | -4.7% |
| 3M | +1.8% | -20.7% | +22.5% | +8.3% |
| 6M | +0.4% | -17.2% | +17.6% | +4.8% |
| YTD | +20.8% | +9.1% | +11.8% | +13.8% |
| 1Y | +23.0% | +9.0% | +13.9% | +15.6% |
| 3Y | +123.3% | +353.8% | -230.5% | +24.3% |
| 5Y | +149.8% | +608.0% | -458.3% | +16.7% |
| 10Y | +159.0% | +1,510.3% | -1,351.3% | -14.2% |
| All | +164.8% | +1,272.7% | -1,108.0% | -12.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling