+157.6%
KMI vs W
-62.3%
+219.9%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -1.9% | -1.8% |
| 7D | -1.8% | +5.9% | -7.7% | -2.0% |
| 30D | +0.1% | -3.0% | +3.1% | +0.2% |
| 3M | +1.2% | +40.3% | -39.2% | -1.0% |
| 6M | -3.9% | +32.2% | -36.1% | -6.0% |
| YTD | +17.5% | -0.3% | +17.8% | +16.6% |
| 1Y | +22.6% | +16.2% | +6.5% | +20.2% |
| 3Y | +116.3% | +40.7% | +75.6% | +102.9% |
| 5Y | +157.6% | -62.3% | +219.9% | +151.8% |
| All | +157.6% | -62.3% | +219.9% | +151.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling