+117.9%
KMI vs WM
+838.6%
-720.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.3% | +0.5% |
| 7D | +6.0% | +1.2% | +4.9% | +5.4% |
| 30D | -3.4% | +15.2% | -18.6% | -10.8% |
| 3M | +1.8% | +8.3% | -6.6% | -2.9% |
| 6M | +0.4% | +13.1% | -12.7% | -6.7% |
| YTD | +20.8% | +12.5% | +8.3% | +12.0% |
| 1Y | +23.0% | +21.8% | +1.2% | +9.0% |
| 3Y | +123.3% | +48.8% | +74.5% | +73.1% |
| 5Y | +149.8% | +62.1% | +87.7% | +81.0% |
| 10Y | +159.0% | +331.5% | -172.5% | +9.8% |
| All | +117.9% | +838.6% | -720.8% | -40.4% |
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