+115.7%
KMI vs XHB
+521.6%
-405.9%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.4% | +4.3% | +2.9% |
| 7D | -0.4% | +0.2% | -0.6% | -0.5% |
| 30D | +3.7% | -9.1% | +12.7% | +8.0% |
| 3M | +3.2% | -2.3% | +5.5% | +3.2% |
| 6M | -3.0% | -4.1% | +1.1% | -3.0% |
| YTD | +19.7% | -1.7% | +21.4% | +17.6% |
| 1Y | +25.6% | -15.1% | +40.7% | +32.0% |
| 3Y | +120.2% | +26.8% | +93.4% | +79.4% |
| 5Y | +160.5% | +37.3% | +123.1% | +95.3% |
| 10Y | +134.8% | +205.7% | -70.9% | +4.6% |
| All | +115.7% | +521.6% | -405.9% | -32.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling