+117.2%
KMI vs WAT
+481.5%
-364.3%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.8% |
| 3M | +0.4% | +11.3% | -10.9% | -2.6% |
| 6M | -0.9% | +37.4% | -38.3% | -9.4% |
| YTD | +20.5% | +21.2% | -0.7% | +12.6% |
| 1Y | +23.2% | +21.3% | +1.8% | +14.9% |
| 3Y | +121.6% | +83.4% | +38.2% | +73.3% |
| 5Y | +149.1% | +29.0% | +120.1% | +113.8% |
| 10Y | +158.3% | +223.9% | -65.7% | +52.3% |
| All | +117.2% | +481.5% | -364.3% | -1.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling