+281.4%
WMB vs KMI
+158.9%
+122.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.3% |
| 7D | +7.8% | +6.5% | +1.3% | +2.0% |
| 30D | -5.1% | -3.4% | -1.7% | -1.9% |
| 3M | -4.7% | +0.4% | -5.1% | -4.8% |
| 6M | -7.4% | -0.9% | -6.5% | -6.3% |
| YTD | +17.5% | +20.5% | -3.0% | 0.0% |
| 1Y | +19.5% | +23.2% | -3.7% | -0.2% |
| 3Y | +121.3% | +121.6% | -0.3% | +10.3% |
| 5Y | +200.5% | +149.1% | +51.4% | +35.0% |
| All | +281.4% | +158.9% | +122.5% | +59.3% |
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