+130.2%
KMI vs WAT
+166.5%
-36.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.3% |
| 7D | -2.1% | -2.9% | +0.8% | -1.4% |
| 30D | -1.7% | -3.2% | +1.5% | -1.0% |
| 3M | -1.9% | +10.6% | -12.5% | -4.4% |
| 6M | -4.3% | +34.0% | -38.4% | -11.8% |
| YTD | +15.8% | +5.7% | +10.1% | +12.7% |
| 1Y | +17.6% | +37.1% | -19.5% | +6.1% |
| 3Y | +113.1% | +52.4% | +60.7% | +76.3% |
| 5Y | +154.0% | -4.4% | +158.4% | +142.8% |
| All | +130.2% | +166.5% | -36.3% | +45.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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