+117.9%
KMI vs WST
+2,178.7%
-2,060.9%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.4% |
| 7D | +6.0% | +4.9% | +1.2% | +5.3% |
| 30D | -3.4% | +10.7% | -14.1% | -4.8% |
| 3M | +1.8% | +16.8% | -15.0% | -0.5% |
| 6M | +0.4% | +32.0% | -31.5% | -3.7% |
| YTD | +20.8% | +49.9% | -29.1% | +13.0% |
| 1Y | +23.0% | +50.6% | -27.7% | +14.9% |
| 3Y | +123.3% | +21.4% | +101.9% | +105.9% |
| 5Y | +149.8% | -0.6% | +150.4% | +134.2% |
| 10Y | +159.0% | +449.4% | -290.4% | +45.7% |
| All | +117.9% | +2,178.7% | -2,060.9% | -24.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling