+111.8%
KMI vs WST
+1,782.3%
-1,670.5%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.5% |
| 7D | -0.5% | +0.7% | -1.2% | -0.6% |
| 30D | +0.9% | -3.1% | +4.0% | +1.3% |
| 3M | 0.0% | +7.2% | -7.2% | -1.2% |
| 6M | -5.7% | +36.8% | -42.5% | -10.4% |
| YTD | +17.5% | +23.8% | -6.4% | +13.0% |
| 1Y | +22.3% | +37.8% | -15.5% | +15.2% |
| 3Y | +111.9% | -15.9% | +127.8% | +108.5% |
| 5Y | +151.8% | -25.8% | +177.7% | +148.3% |
| 10Y | +138.7% | +319.6% | -180.9% | +40.8% |
| All | +111.8% | +1,782.3% | -1,670.5% | -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