+302.1%
WDAY vs KMI
+82.5%
+219.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.6% | -4.7% | -5.2% |
| 7D | -4.4% | -0.5% | -3.9% | -4.3% |
| 30D | +14.7% | +0.9% | +13.8% | +14.2% |
| 3M | +32.4% | 0.0% | +32.4% | +31.9% |
| 6M | +36.9% | -5.7% | +42.6% | +38.5% |
| YTD | -8.8% | +17.5% | -26.3% | -14.2% |
| 1Y | -15.3% | +22.3% | -37.6% | -21.4% |
| 3Y | -21.2% | +111.9% | -133.1% | -39.8% |
| 5Y | -29.5% | +151.8% | -181.4% | -49.6% |
| 10Y | +120.0% | +138.7% | -18.6% | +51.5% |
| All | +302.1% | +82.5% | +219.6% | +208.0% |
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