+157.6%
KMI vs WAT
-4.9%
+162.5%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -1.8% |
| 7D | -1.8% | -1.8% | 0.0% | -1.6% |
| 30D | +0.1% | -1.7% | +1.8% | +0.2% |
| 3M | +1.2% | +9.1% | -7.9% | 0.0% |
| 6M | -3.9% | +32.4% | -36.3% | -7.6% |
| YTD | +17.5% | +6.6% | +10.9% | +16.0% |
| 1Y | +22.6% | +34.7% | -12.1% | +16.4% |
| 3Y | +116.3% | +53.6% | +62.7% | +93.1% |
| 5Y | +157.6% | -4.1% | +161.7% | +140.5% |
| All | +157.6% | -4.9% | +162.5% | +140.5% |
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