+115.7%
KMI vs WY
+63.9%
+51.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.4% | +3.3% | +2.4% |
| 7D | -0.4% | -2.1% | +1.7% | +0.5% |
| 30D | +3.7% | -10.5% | +14.1% | +8.3% |
| 3M | +3.2% | -4.9% | +8.0% | +4.6% |
| 6M | -3.0% | -4.9% | +1.9% | -2.0% |
| YTD | +19.7% | -1.7% | +21.3% | +18.6% |
| 1Y | +25.6% | -9.4% | +35.0% | +28.3% |
| 3Y | +120.2% | -22.3% | +142.5% | +134.6% |
| 5Y | +160.5% | -20.5% | +181.0% | +168.5% |
| 10Y | +134.8% | +4.9% | +129.9% | +95.9% |
| All | +115.7% | +63.9% | +51.8% | +41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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