+116.3%
KMI vs WST
+20.8%
+95.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.3% | -1.3% | +2.0% |
| 7D | -6.5% | +1.3% | -7.8% | -6.6% |
| 30D | -5.1% | +12.9% | -17.9% | -5.2% |
| 3M | 0.0% | +16.7% | -16.7% | -0.2% |
| 6M | -0.9% | +26.8% | -27.7% | -1.2% |
| YTD | +15.4% | +50.5% | -35.1% | +14.7% |
| 1Y | +19.5% | +52.9% | -33.4% | +18.7% |
| 3Y | +116.3% | +23.9% | +92.4% | +101.3% |
| All | +116.3% | +20.8% | +95.5% | +101.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling