-26.2%
WDAY vs KMI
+115.3%
-141.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | 0.0% |
| 7D | -7.4% | -1.8% | -5.6% | -7.3% |
| 30D | +1.0% | +0.1% | +0.9% | +1.0% |
| 3M | +32.7% | +1.2% | +31.5% | +32.3% |
| 6M | +25.6% | -3.9% | +29.5% | +26.0% |
| YTD | -13.4% | +17.5% | -30.9% | -15.8% |
| 1Y | -19.4% | +22.6% | -42.0% | -22.3% |
| All | -26.2% | +115.3% | -141.5% | -36.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling