+114.8%
KMI vs WCN
+18.2%
+96.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.3% | -1.1% |
| 7D | -2.1% | -4.4% | +2.4% | -0.8% |
| 30D | -1.7% | -4.4% | +2.8% | -0.4% |
| 3M | -1.9% | +0.5% | -2.4% | -2.1% |
| 6M | -4.3% | -3.3% | -1.1% | -3.6% |
| YTD | +15.8% | -8.5% | +24.3% | +18.5% |
| 1Y | +17.6% | -8.9% | +26.5% | +20.4% |
| All | +114.8% | +18.2% | +96.6% | +109.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling