+150.6%
KMI vs WSM
+175.3%
-24.7%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.4% |
| 7D | -1.7% | -0.5% | -1.2% | -1.7% |
| 30D | -2.7% | -7.7% | +5.0% | -2.0% |
| 3M | -0.7% | +3.8% | -4.4% | -1.1% |
| 6M | -5.0% | +22.7% | -27.6% | -7.2% |
| YTD | +15.5% | +28.0% | -12.5% | +12.0% |
| 1Y | +16.4% | +12.7% | +3.7% | +14.4% |
| 3Y | +114.2% | +231.3% | -117.1% | +76.3% |
| All | +150.6% | +175.3% | -24.7% | +102.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling