+154.3%
KMI vs WST
+456.5%
-302.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.4% |
| 7D | +6.5% | +4.2% | +2.3% | +6.1% |
| 30D | -3.4% | +11.2% | -14.7% | -4.6% |
| 3M | +0.4% | +20.4% | -20.0% | -1.7% |
| 6M | -0.9% | +37.9% | -38.8% | -4.6% |
| YTD | +20.5% | +51.8% | -31.3% | +14.3% |
| 1Y | +23.2% | +56.6% | -33.4% | +16.3% |
| 3Y | +121.6% | +24.2% | +97.4% | +107.1% |
| 5Y | +149.1% | +0.7% | +148.4% | +135.9% |
| All | +154.3% | +456.5% | -302.2% | +47.5% |
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