+108.2%
KMI vs WYNN
+6.8%
+101.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.1% |
| 7D | -1.7% | -4.2% | +2.5% | -0.7% |
| 30D | -2.7% | -14.6% | +11.9% | +0.9% |
| 3M | -0.7% | -18.4% | +17.7% | +3.9% |
| 6M | -5.0% | -11.9% | +6.9% | -2.8% |
| YTD | +15.5% | -26.6% | +42.1% | +22.8% |
| 1Y | +16.4% | -28.5% | +45.0% | +23.7% |
| 3Y | +114.2% | -5.1% | +119.3% | +105.8% |
| 5Y | +153.3% | -10.5% | +163.7% | +134.1% |
| 10Y | +132.4% | +0.3% | +132.2% | +81.1% |
| All | +108.2% | +6.8% | +101.4% | +49.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WYNN.
Daily Out/Under-Performance
Portfolio return minus WYNN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WYNN 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 WYNN 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