+130.2%
KMI vs WST
+341.6%
-211.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.2% | -3.6% | -1.7% |
| 7D | -2.1% | +0.4% | -2.5% | -2.1% |
| 30D | -1.7% | -2.0% | +0.3% | -1.5% |
| 3M | -1.9% | +4.1% | -6.0% | -2.4% |
| 6M | -4.3% | +47.4% | -51.8% | -8.9% |
| YTD | +15.8% | +25.4% | -9.6% | +12.2% |
| 1Y | +17.6% | +35.3% | -17.7% | +12.5% |
| 3Y | +113.1% | -11.7% | +124.8% | +109.2% |
| 5Y | +154.0% | -24.0% | +178.0% | +150.1% |
| All | +130.2% | +341.6% | -211.5% | +42.6% |
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