+307.1%
WFC vs KMI
+107.5%
+199.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.2% |
| 7D | +3.8% | -0.5% | +4.3% | +4.0% |
| 30D | +1.5% | +0.9% | +0.6% | +1.0% |
| 3M | +10.9% | 0.0% | +10.9% | +10.4% |
| 6M | +8.4% | -5.7% | +14.1% | +10.5% |
| YTD | -1.9% | +17.5% | -19.4% | -9.8% |
| 1Y | +12.3% | +22.3% | -9.9% | +1.0% |
| 3Y | +132.3% | +111.9% | +20.4% | +61.0% |
| 5Y | +130.1% | +151.8% | -21.8% | +46.2% |
| 10Y | +134.4% | +138.7% | -4.3% | +47.0% |
| All | +307.1% | +107.5% | +199.6% | +126.9% |
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 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