+115.7%
KMI vs WCN
+861.4%
-745.7%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.9% | +2.3% |
| 7D | -0.4% | -0.4% | +0.1% | -0.2% |
| 30D | +3.7% | -2.1% | +5.8% | +4.6% |
| 3M | +3.2% | +6.4% | -3.2% | +0.2% |
| 6M | -3.0% | -3.7% | +0.7% | -1.9% |
| YTD | +19.7% | -6.4% | +26.0% | +22.0% |
| 1Y | +25.6% | -7.9% | +33.6% | +28.8% |
| 3Y | +120.2% | +20.8% | +99.4% | +97.5% |
| 5Y | +160.5% | +29.0% | +131.5% | +123.4% |
| 10Y | +134.8% | +236.4% | -101.5% | +34.3% |
| All | +115.7% | +861.4% | -745.7% | -18.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling