+150.6%
KMI vs WWD
+184.1%
-33.5%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.6% | -0.5% |
| 7D | -1.7% | -2.6% | +0.9% | -1.3% |
| 30D | -2.7% | -6.9% | +4.2% | -1.6% |
| 3M | -0.7% | -13.0% | +12.4% | +1.4% |
| 6M | -5.0% | -12.5% | +7.5% | -3.6% |
| YTD | +15.5% | +11.8% | +3.6% | +10.4% |
| 1Y | +16.4% | +41.1% | -24.6% | +4.7% |
| 3Y | +114.2% | +163.1% | -48.9% | +60.1% |
| All | +150.6% | +184.1% | -33.5% | +74.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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