+160.5%
KMI vs WST
-25.8%
+186.2%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +1.9% |
| 7D | -0.4% | -0.3% | -0.1% | -0.4% |
| 30D | +3.7% | -4.6% | +8.3% | +3.9% |
| 3M | +3.2% | +5.7% | -2.5% | +2.8% |
| 6M | -3.0% | +37.6% | -40.6% | -5.1% |
| YTD | +19.7% | +23.0% | -3.4% | +17.8% |
| 1Y | +25.6% | +33.8% | -8.2% | +22.7% |
| 3Y | +120.2% | -13.4% | +133.6% | +118.0% |
| 5Y | +160.5% | -27.0% | +187.4% | +137.6% |
| All | +160.5% | -25.8% | +186.2% | +137.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling