+111.8%
KMI vs WEC
+505.1%
-393.3%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.4% |
| 7D | -0.5% | -0.3% | -0.2% | -0.4% |
| 30D | +0.9% | -1.3% | +2.2% | +1.4% |
| 3M | 0.0% | -3.9% | +3.9% | +1.4% |
| 6M | -5.7% | -8.3% | +2.6% | -2.9% |
| YTD | +17.5% | +3.1% | +14.4% | +16.2% |
| 1Y | +22.3% | +1.9% | +20.3% | +21.3% |
| 3Y | +111.9% | +41.9% | +70.0% | +87.2% |
| 5Y | +151.8% | +30.8% | +121.1% | +127.0% |
| 10Y | +138.7% | +141.9% | -3.3% | +61.8% |
| All | +111.8% | +505.1% | -393.3% | -20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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