+117.2%
KMI vs WWD
+970.1%
-852.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.1% |
| 7D | +6.5% | +4.0% | +2.6% | +5.1% |
| 30D | -3.4% | +0.4% | -3.8% | -3.9% |
| 3M | +0.4% | -7.9% | +8.3% | +2.7% |
| 6M | -0.9% | -10.6% | +9.7% | +1.2% |
| YTD | +20.5% | +9.4% | +11.1% | +12.7% |
| 1Y | +23.2% | +25.7% | -2.6% | +8.9% |
| 3Y | +121.6% | +148.5% | -26.9% | +46.6% |
| 5Y | +149.1% | +189.5% | -40.4% | +50.4% |
| 10Y | +158.3% | +451.8% | -293.5% | +14.4% |
| All | +117.2% | +970.1% | -852.8% | -26.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling