+130.5%
KMI vs WM
+305.9%
-175.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | +0.1% |
| 7D | -0.5% | -0.3% | -0.2% | -0.4% |
| 30D | +0.9% | -2.4% | +3.3% | +2.2% |
| 3M | 0.0% | +0.4% | -0.4% | -0.7% |
| 6M | -5.7% | -9.5% | +3.8% | -0.9% |
| YTD | +17.5% | +0.5% | +17.0% | +16.1% |
| 1Y | +22.3% | -1.1% | +23.4% | +21.5% |
| 3Y | +111.9% | +46.0% | +65.9% | +61.4% |
| 5Y | +151.8% | +51.8% | +100.0% | +82.2% |
| All | +130.5% | +305.9% | -175.4% | -5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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