+115.7%
KMI vs XME
+111.8%
+4.0%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.7% | +1.4% |
| 7D | -0.4% | +3.6% | -4.0% | -1.9% |
| 30D | +3.7% | +3.6% | 0.0% | +1.7% |
| 3M | +3.2% | +1.2% | +1.9% | +1.3% |
| 6M | -3.0% | +9.0% | -12.0% | -9.0% |
| YTD | +19.7% | +15.9% | +3.7% | +8.1% |
| 1Y | +25.6% | +43.2% | -17.6% | +1.7% |
| 3Y | +120.2% | +137.4% | -17.2% | +36.9% |
| 5Y | +160.5% | +185.0% | -24.6% | +43.0% |
| 10Y | +134.8% | +409.5% | -274.7% | -8.9% |
| All | +115.7% | +111.8% | +4.0% | -3.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling