+129.5%
KMI vs GWW
+570.2%
-440.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.5% |
| 7D | -1.7% | -3.4% | +1.6% | -0.6% |
| 30D | -2.7% | -1.9% | -0.8% | -2.2% |
| 3M | -0.7% | -2.4% | +1.7% | -0.2% |
| 6M | -5.0% | +15.7% | -20.7% | -10.1% |
| YTD | +15.5% | +27.6% | -12.1% | +5.3% |
| 1Y | +16.4% | +27.2% | -10.8% | +6.0% |
| 3Y | +114.2% | +89.7% | +24.5% | +66.2% |
| 5Y | +153.3% | +223.9% | -70.7% | +57.3% |
| All | +129.5% | +570.2% | -440.6% | +13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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