+61.8%
KMI vs NWSA
+123.2%
-61.3%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.9% | +3.7% | +2.5% |
| 7D | -0.4% | -2.6% | +2.3% | +0.6% |
| 30D | +3.7% | +4.6% | -0.9% | +1.9% |
| 3M | +3.2% | +10.2% | -7.0% | -1.0% |
| 6M | -3.0% | +21.6% | -24.6% | -10.7% |
| YTD | +19.7% | +14.6% | +5.0% | +12.1% |
| 1Y | +25.6% | +0.4% | +25.3% | +23.5% |
| 3Y | +120.2% | +45.0% | +75.2% | +84.5% |
| 5Y | +160.5% | +41.3% | +119.2% | +112.8% |
| 10Y | +134.8% | +142.8% | -8.0% | +38.6% |
| All | +61.8% | +123.2% | -61.3% | -5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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