+24.8%
WBD vs KMI
+107.5%
-82.7%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.0% | 0.0% |
| 7D | -1.7% | -1.8% | +0.1% | -0.9% |
| 30D | +3.9% | +0.1% | +3.8% | +3.7% |
| 3M | +5.1% | +1.2% | +3.9% | +4.2% |
| 6M | +0.6% | -3.9% | +4.5% | +1.7% |
| YTD | -3.2% | +17.5% | -20.7% | -10.8% |
| 1Y | +127.7% | +22.6% | +105.0% | +105.2% |
| 3Y | +146.6% | +116.3% | +30.3% | +72.5% |
| 5Y | +4.2% | +157.6% | -153.4% | -32.1% |
| 10Y | +13.7% | +136.6% | -122.9% | -27.7% |
| All | +24.8% | +107.5% | -82.7% | -24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KMI.
Daily Out/Under-Performance
Portfolio return minus KMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMI 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 KMI 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