+148.2%
KMI vs WM
+339.4%
-191.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | +0.4% |
| 7D | -10.8% | +1.2% | -12.0% | -11.5% |
| 30D | -5.0% | +13.1% | -18.1% | -11.7% |
| 3M | -3.4% | +3.6% | -7.0% | -5.8% |
| 6M | -3.4% | +8.1% | -11.5% | -8.3% |
| YTD | +13.1% | +8.9% | +4.2% | +6.3% |
| 1Y | +19.0% | +20.3% | -1.3% | +5.4% |
| 3Y | +106.1% | +46.2% | +60.0% | +57.7% |
| 5Y | +130.1% | +59.9% | +70.2% | +62.2% |
| All | +148.2% | +339.4% | -191.2% | +5.7% |
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