+117.2%
KMI vs WCC
+459.7%
-342.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | +0.2% |
| 7D | +6.5% | +9.9% | -3.4% | +3.5% |
| 30D | -3.4% | -8.4% | +5.0% | -1.5% |
| 3M | +0.4% | -10.3% | +10.7% | +2.5% |
| 6M | -0.9% | -10.5% | +9.5% | 0.0% |
| YTD | +20.5% | +32.2% | -11.7% | +6.2% |
| 1Y | +23.2% | +25.5% | -2.4% | +10.1% |
| 3Y | +121.6% | +134.7% | -13.1% | +49.8% |
| 5Y | +149.1% | +139.9% | +9.2% | +55.0% |
| 10Y | +158.3% | +433.5% | -275.2% | -1.8% |
| All | +117.2% | +459.7% | -342.4% | -28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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