+55.6%
KMI vs KWEB
+20.3%
+35.3%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | -0.1% | -1.2% |
| 7D | -2.1% | -4.3% | +2.3% | -1.4% |
| 30D | -1.7% | -13.0% | +11.3% | +0.5% |
| 3M | -1.9% | -7.6% | +5.7% | -0.8% |
| 6M | -4.3% | -21.1% | +16.8% | -0.9% |
| YTD | +15.8% | -28.2% | +44.0% | +21.6% |
| 1Y | +17.6% | -34.9% | +52.5% | +25.4% |
| 3Y | +113.1% | -0.8% | +113.9% | +106.0% |
| 5Y | +154.0% | -43.6% | +197.5% | +166.2% |
| 10Y | +133.1% | -21.7% | +154.8% | +96.9% |
| All | +55.6% | +20.3% | +35.3% | +15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KWEB.
Daily Out/Under-Performance
Portfolio return minus KWEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KWEB 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 KWEB 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