+117.2%
KMI vs WU
-30.8%
+148.0%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.6% | -0.7% |
| 7D | +6.5% | -2.0% | +8.6% | +7.1% |
| 30D | -3.4% | +11.4% | -14.8% | -6.8% |
| 3M | +0.4% | -6.8% | +7.2% | +1.8% |
| 6M | -0.9% | -14.6% | +13.7% | +1.7% |
| YTD | +20.5% | -20.6% | +41.1% | +25.5% |
| 1Y | +23.2% | -15.4% | +38.5% | +25.4% |
| 3Y | +121.6% | -23.6% | +145.2% | +127.1% |
| 5Y | +149.1% | -43.4% | +192.5% | +177.5% |
| 10Y | +158.3% | -38.8% | +197.1% | +174.0% |
| All | +117.2% | -30.8% | +148.0% | +109.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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