+127.9%
WFC vs KMI
+151.2%
-23.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.2% | +0.4% |
| 7D | +0.3% | -2.1% | +2.3% | +1.2% |
| 30D | +2.3% | -1.7% | +4.0% | +2.9% |
| 3M | +9.8% | -1.9% | +11.6% | +10.2% |
| 6M | +15.6% | -4.3% | +19.9% | +16.9% |
| YTD | -2.4% | +15.8% | -18.2% | -10.9% |
| 1Y | +13.8% | +17.6% | -3.8% | +2.7% |
| 3Y | +134.6% | +113.1% | +21.5% | +48.4% |
| 5Y | +127.9% | +154.0% | -26.1% | +25.9% |
| All | +127.9% | +151.2% | -23.2% | +25.9% |
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