+129.5%
KMI vs WSM
+1,071.8%
-942.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.5% |
| 7D | -1.7% | -0.5% | -1.2% | -1.6% |
| 30D | -2.7% | -7.7% | +5.0% | -1.3% |
| 3M | -0.7% | +3.8% | -4.4% | -1.6% |
| 6M | -5.0% | +22.7% | -27.6% | -9.3% |
| YTD | +15.5% | +28.0% | -12.5% | +8.9% |
| 1Y | +16.4% | +12.7% | +3.7% | +12.2% |
| 3Y | +114.2% | +231.3% | -117.1% | +53.3% |
| 5Y | +153.3% | +177.2% | -23.9% | +81.2% |
| All | +129.5% | +1,071.8% | -942.2% | -10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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