-33.5%
WDAY vs KMI
+148.3%
-181.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.3% | +3.3% | +3.1% |
| 7D | +1.8% | +6.5% | -4.7% | +0.5% |
| 30D | +4.1% | -3.4% | +7.5% | +4.6% |
| 3M | -4.8% | +0.4% | -5.2% | -5.3% |
| 6M | +68.6% | -0.9% | +69.6% | +68.1% |
| YTD | -8.5% | +20.5% | -29.0% | -14.2% |
| 1Y | -12.1% | +23.2% | -35.3% | -18.2% |
| 3Y | -13.2% | +121.6% | -134.8% | -37.1% |
| All | -33.5% | +148.3% | -181.9% | -53.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling