+154.3%
KMI vs WAT
+222.4%
-68.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | +6.5% | +0.6% | +6.0% | +6.4% |
| 30D | -3.4% | +5.4% | -8.9% | -4.7% |
| 3M | +0.4% | +11.3% | -10.9% | -2.3% |
| 6M | -0.9% | +37.4% | -38.3% | -8.6% |
| YTD | +20.5% | +21.2% | -0.7% | +13.4% |
| 1Y | +23.2% | +21.3% | +1.8% | +15.8% |
| 3Y | +121.6% | +83.4% | +38.2% | +74.6% |
| 5Y | +149.1% | +29.0% | +120.1% | +116.5% |
| All | +154.3% | +222.4% | -68.1% | +54.6% |
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