+114.2%
KMI vs MXL
+222.8%
-108.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +7.5% | -7.8% | -0.5% |
| 7D | -1.7% | +18.9% | -20.6% | -2.3% |
| 30D | -2.7% | +0.3% | -3.1% | -2.9% |
| 3M | -0.7% | -8.0% | +7.4% | -1.3% |
| 6M | -5.0% | +341.2% | -346.2% | -14.1% |
| YTD | +15.5% | +327.8% | -312.4% | +4.3% |
| 1Y | +16.4% | +364.9% | -348.5% | +4.0% |
| 3Y | +114.2% | +229.2% | -115.1% | +91.1% |
| All | +114.2% | +222.8% | -108.7% | +91.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 3y: compounded portfolio wealth divided by compounded MXL 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…
3y analysis · Full analysis span regression · 6 months rolling