+111.8%
KMI vs WAB
+980.3%
-868.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.4% | -0.9% |
| 7D | -0.5% | -3.2% | +2.7% | +0.8% |
| 30D | +0.9% | -4.4% | +5.3% | +2.8% |
| 3M | 0.0% | +7.9% | -7.9% | -4.0% |
| 6M | -5.7% | +8.7% | -14.4% | -10.4% |
| YTD | +17.5% | +33.0% | -15.5% | +1.8% |
| 1Y | +22.3% | +46.7% | -24.4% | +0.9% |
| 3Y | +111.9% | +153.0% | -41.1% | +33.8% |
| 5Y | +151.8% | +222.3% | -70.4% | +39.2% |
| 10Y | +138.7% | +291.0% | -152.3% | +7.9% |
| All | +111.8% | +980.3% | -868.4% | -36.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling