+131.6%
KMI vs WM
+59.1%
+72.5%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.1% |
| 7D | -10.8% | +1.2% | -12.0% | -11.2% |
| 30D | -5.0% | +13.1% | -18.1% | -9.2% |
| 3M | -3.4% | +3.6% | -7.0% | -4.8% |
| 6M | -3.4% | +8.1% | -11.5% | -6.4% |
| YTD | +13.1% | +8.9% | +4.2% | +9.0% |
| 1Y | +19.0% | +20.3% | -1.3% | +10.5% |
| 3Y | +106.1% | +46.2% | +60.0% | +75.7% |
| All | +131.6% | +59.1% | +72.5% | +85.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling