+129.5%
KMI vs W
+158.6%
-29.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.4% |
| 7D | -1.7% | -0.9% | -0.9% | -1.6% |
| 30D | -2.7% | -4.2% | +1.5% | -2.5% |
| 3M | -0.7% | +26.9% | -27.6% | -3.6% |
| 6M | -5.0% | +31.2% | -36.2% | -8.7% |
| YTD | +15.5% | -1.8% | +17.3% | +13.5% |
| 1Y | +16.4% | +9.3% | +7.1% | +12.6% |
| 3Y | +114.2% | +33.2% | +81.0% | +93.2% |
| 5Y | +153.3% | -62.4% | +215.7% | +145.7% |
| All | +129.5% | +158.6% | -29.1% | +33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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