+111.9%
KMI vs WPM
+454.0%
-342.1%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.8% | -1.9% |
| 7D | -1.8% | +3.9% | -5.6% | -2.2% |
| 30D | +0.1% | +17.7% | -17.6% | -2.3% |
| 3M | +1.2% | +39.4% | -38.3% | -3.7% |
| 6M | -3.9% | +6.4% | -10.3% | -5.7% |
| YTD | +17.5% | +34.0% | -16.5% | +11.1% |
| 1Y | +22.6% | +50.5% | -27.9% | +13.6% |
| 3Y | +116.3% | +280.3% | -164.0% | +73.3% |
| 5Y | +157.6% | +266.3% | -108.7% | +105.1% |
| 10Y | +136.6% | +550.8% | -414.2% | +68.1% |
| All | +111.9% | +454.0% | -342.1% | +38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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