+111.8%
KMI vs WM
+738.3%
-626.5%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | 0.0% |
| 7D | -0.5% | -0.3% | -0.2% | -0.4% |
| 30D | +0.9% | -2.4% | +3.3% | +2.1% |
| 3M | 0.0% | +0.4% | -0.4% | -0.6% |
| 6M | -5.7% | -9.5% | +3.8% | -1.1% |
| YTD | +17.5% | +0.5% | +17.0% | +16.2% |
| 1Y | +22.3% | -1.1% | +23.4% | +21.6% |
| 3Y | +111.9% | +46.0% | +65.9% | +65.5% |
| 5Y | +151.8% | +51.8% | +100.0% | +88.6% |
| 10Y | +138.7% | +307.5% | -168.9% | +5.0% |
| All | +111.8% | +738.3% | -626.5% | -38.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling