+48.7%
KMI vs W
+210.9%
-162.2%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.3% |
| 7D | +6.5% | +0.2% | +6.4% | +6.5% |
| 30D | -3.4% | +6.8% | -10.3% | -4.2% |
| 3M | +0.4% | +10.7% | -10.3% | -0.9% |
| 6M | -0.9% | +86.3% | -87.3% | -7.8% |
| YTD | +20.5% | +11.5% | +9.0% | +16.8% |
| 1Y | +23.2% | +5.1% | +18.1% | +19.9% |
| 3Y | +121.6% | +171.0% | -49.4% | +86.1% |
| 5Y | +149.1% | -56.6% | +205.7% | +136.0% |
| 10Y | +158.3% | +213.4% | -55.2% | +58.5% |
| All | +48.7% | +210.9% | -162.2% | -9.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling