+129.5%
KMI vs WCN
+235.9%
-106.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | -1.7% | -3.1% | +1.4% | -0.3% |
| 30D | -2.7% | -3.4% | +0.6% | -1.2% |
| 3M | -0.7% | +3.0% | -3.6% | -2.3% |
| 6M | -5.0% | -3.8% | -1.2% | -3.8% |
| YTD | +15.5% | -8.3% | +23.8% | +19.1% |
| 1Y | +16.4% | -9.7% | +26.2% | +20.8% |
| 3Y | +114.2% | +17.2% | +97.0% | +91.7% |
| 5Y | +153.3% | +25.3% | +128.0% | +114.4% |
| All | +129.5% | +235.9% | -106.4% | +22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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