+1,188.5%
WDC vs KMI
+136.8%
+1,051.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.7% | -2.8% |
| 7D | -4.3% | -1.7% | -2.6% | -3.3% |
| 30D | -1.5% | -2.7% | +1.2% | +0.1% |
| 3M | -15.5% | -0.7% | -14.8% | -15.8% |
| 6M | +66.5% | -5.0% | +71.4% | +68.8% |
| YTD | +159.9% | +15.5% | +144.4% | +132.6% |
| 1Y | +366.0% | +16.4% | +349.5% | +312.1% |
| 3Y | +1,285.8% | +114.2% | +1,171.7% | +716.8% |
| 5Y | +925.6% | +153.3% | +772.3% | +437.1% |
| All | +1,188.5% | +136.8% | +1,051.7% | +563.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling