+44.9%
KMI vs W
+176.2%
-131.2%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.5% | -3.2% | -0.9% |
| 7D | -0.5% | -4.2% | +3.7% | -0.2% |
| 30D | +0.9% | -7.6% | +8.5% | +1.5% |
| 3M | 0.0% | +37.2% | -37.2% | -3.8% |
| 6M | -5.7% | +26.3% | -32.0% | -9.1% |
| YTD | +17.5% | -1.0% | +18.5% | +15.4% |
| 1Y | +22.3% | +20.1% | +2.2% | +17.1% |
| 3Y | +111.9% | +37.8% | +74.1% | +90.6% |
| 5Y | +151.8% | -63.7% | +215.5% | +143.1% |
| 10Y | +138.7% | +156.3% | -17.7% | +49.3% |
| All | +44.9% | +176.2% | -131.2% | -10.7% |
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