+683.9%
WMT vs KMI
+111.3%
+572.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.8% | -2.9% | -1.3% |
| 7D | +0.1% | -0.4% | +0.5% | +0.2% |
| 30D | -5.0% | +3.7% | -8.6% | -5.4% |
| 3M | -11.3% | +3.2% | -14.4% | -11.7% |
| 6M | -13.8% | -3.0% | -10.8% | -13.5% |
| YTD | -4.2% | +19.7% | -23.9% | -6.5% |
| 1Y | +4.6% | +25.6% | -21.1% | +1.4% |
| 3Y | +100.5% | +120.2% | -19.7% | +80.6% |
| 5Y | +129.7% | +160.5% | -30.8% | +102.2% |
| 10Y | +423.4% | +134.8% | +288.6% | +358.5% |
| All | +683.9% | +111.3% | +572.5% | +575.3% |
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 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