+64.3%
KMI vs XLRE
+107.7%
-43.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.6% | -0.9% |
| 7D | -2.1% | -2.7% | +0.7% | -0.3% |
| 30D | -1.7% | -2.3% | +0.7% | -0.2% |
| 3M | -1.9% | -3.5% | +1.6% | +0.2% |
| 6M | -4.3% | +1.9% | -6.2% | -5.9% |
| YTD | +15.8% | +8.3% | +7.5% | +9.1% |
| 1Y | +17.6% | +6.4% | +11.2% | +12.1% |
| 3Y | +113.1% | +30.2% | +82.9% | +74.5% |
| 5Y | +154.0% | +8.6% | +145.4% | +131.4% |
| 10Y | +133.1% | +87.4% | +45.7% | +43.2% |
| All | +64.3% | +107.7% | -43.4% | -9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 XLRE 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