+129.5%
KMI vs XME
+421.4%
-291.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | +0.1% |
| 7D | -1.7% | -4.2% | +2.5% | +0.1% |
| 30D | -2.7% | -2.7% | 0.0% | -2.0% |
| 3M | -0.7% | -3.9% | +3.2% | 0.0% |
| 6M | -5.0% | -1.0% | -4.0% | -7.2% |
| YTD | +15.5% | +9.8% | +5.7% | +6.0% |
| 1Y | +16.4% | +32.5% | -16.1% | -4.1% |
| 3Y | +114.2% | +124.3% | -10.2% | +30.0% |
| 5Y | +153.3% | +165.8% | -12.6% | +33.1% |
| All | +129.5% | +421.4% | -291.8% | -30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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