+26.6%
KMI vs XHB
+5.8%
+20.8%
-11.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +5.4% | -9.5% | -3.5% |
| 7D | -5.2% | +9.7% | -15.0% | -4.3% |
| 30D | +1.2% | +11.7% | -10.4% | +2.5% |
| 3M | +1.3% | -1.4% | +2.7% | +1.6% |
| 6M | -1.1% | +6.8% | -7.9% | -0.1% |
| YTD | +19.0% | +5.5% | +13.5% | +20.2% |
| 1Y | +26.6% | +5.1% | +21.4% | +27.4% |
| All | +26.6% | +5.8% | +20.8% | +27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 1y: compounded portfolio wealth divided by compounded XHB 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…
1y analysis · Full analysis span regression · 6 months rolling