+154.0%
KMI vs WAB
+220.1%
-66.1%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.4% |
| 7D | -2.1% | -0.2% | -1.9% | -2.0% |
| 30D | -1.7% | -5.9% | +4.2% | +0.2% |
| 3M | -1.9% | +9.4% | -11.3% | -5.3% |
| 6M | -4.3% | +13.8% | -18.2% | -9.6% |
| YTD | +15.8% | +31.8% | -16.0% | +3.4% |
| 1Y | +17.6% | +48.5% | -30.9% | -0.1% |
| 3Y | +113.1% | +167.0% | -53.8% | +40.5% |
| 5Y | +154.0% | +222.3% | -68.3% | +49.7% |
| All | +154.0% | +220.1% | -66.1% | +49.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling