+129.5%
KMI vs WAB
+296.8%
-167.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.3% | -0.7% |
| 7D | -1.7% | +0.1% | -1.8% | -1.8% |
| 30D | -2.7% | -4.1% | +1.3% | -1.1% |
| 3M | -0.7% | +8.2% | -8.8% | -4.5% |
| 6M | -5.0% | +15.4% | -20.4% | -11.8% |
| YTD | +15.5% | +33.1% | -17.7% | +0.6% |
| 1Y | +16.4% | +48.1% | -31.6% | -3.6% |
| 3Y | +114.2% | +167.7% | -53.6% | +33.7% |
| 5Y | +153.3% | +225.7% | -72.5% | +41.6% |
| All | +129.5% | +296.8% | -167.3% | -0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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