+129.5%
KMI vs XEL
+151.6%
-22.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -1.7% | -0.3% | -1.4% | -1.6% |
| 30D | -2.7% | -3.9% | +1.2% | -1.2% |
| 3M | -0.7% | -2.8% | +2.1% | +0.3% |
| 6M | -5.0% | -5.4% | +0.4% | -3.2% |
| YTD | +15.5% | +3.8% | +11.7% | +13.5% |
| 1Y | +16.4% | +6.8% | +9.6% | +13.0% |
| 3Y | +114.2% | +45.6% | +68.6% | +82.8% |
| 5Y | +153.3% | +30.7% | +122.6% | +123.7% |
| All | +129.5% | +151.6% | -22.1% | +75.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XEL.
Daily Out/Under-Performance
Portfolio return minus XEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XEL 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 XEL 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