+155.6%
KMI vs WST
+452.9%
-297.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | +0.2% | +1.1% | -0.8% | +0.1% |
| 30D | -3.7% | +12.4% | -16.0% | -4.9% |
| 3M | +1.2% | +17.6% | -16.3% | -0.6% |
| 6M | -0.3% | +28.3% | -28.5% | -3.2% |
| YTD | +19.2% | +50.5% | -31.3% | +13.2% |
| 1Y | +21.7% | +49.4% | -27.7% | +15.6% |
| 3Y | +120.4% | +21.9% | +98.5% | +106.6% |
| 5Y | +144.9% | +0.4% | +144.5% | +131.9% |
| 10Y | +155.6% | +451.5% | -295.9% | +49.8% |
| All | +155.6% | +452.9% | -297.3% | +49.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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