+114.8%
KMI vs GWW
+88.4%
+26.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.4% |
| 7D | -2.1% | -3.1% | +1.1% | -1.5% |
| 30D | -1.7% | -2.3% | +0.7% | -1.3% |
| 3M | -1.9% | -3.3% | +1.4% | -1.5% |
| 6M | -4.3% | +15.4% | -19.7% | -7.4% |
| YTD | +15.8% | +26.7% | -10.9% | +9.4% |
| 1Y | +17.6% | +29.0% | -11.4% | +10.6% |
| All | +114.8% | +88.4% | +26.4% | +87.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling