+115.7%
KMI vs WU
-30.6%
+146.3%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.5% | +4.4% | +2.6% |
| 7D | -0.4% | -0.8% | +0.5% | -0.2% |
| 30D | +3.7% | -1.1% | +4.8% | +3.9% |
| 3M | +3.2% | -1.8% | +5.0% | +2.1% |
| 6M | -3.0% | -23.9% | +20.9% | +3.5% |
| YTD | +19.7% | -20.4% | +40.1% | +25.3% |
| 1Y | +25.6% | -10.6% | +36.2% | +25.5% |
| 3Y | +120.2% | -27.7% | +148.0% | +130.8% |
| 5Y | +160.5% | -51.1% | +211.6% | +208.2% |
| 10Y | +134.8% | -40.7% | +175.5% | +153.0% |
| All | +115.7% | -30.6% | +146.3% | +108.7% |
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