+146.4%
KMI vs WAT
+28.6%
+117.8%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | +6.5% | +0.6% | +6.0% | +6.5% |
| 30D | -3.4% | +5.4% | -8.9% | -4.0% |
| 3M | +0.4% | +11.3% | -10.9% | -0.9% |
| 6M | -0.9% | +37.4% | -38.3% | -4.9% |
| YTD | +20.5% | +21.2% | -0.7% | +17.1% |
| 1Y | +23.2% | +21.3% | +1.8% | +19.6% |
| 3Y | +121.6% | +83.4% | +38.2% | +91.2% |
| All | +146.4% | +28.6% | +117.8% | +121.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling