+115.7%
KMI vs XOP
+8.6%
+107.1%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.7% | +0.2% | +1.1% |
| 7D | -0.4% | +0.6% | -1.0% | -0.7% |
| 30D | +3.7% | +16.5% | -12.9% | -3.6% |
| 3M | +3.2% | +15.7% | -12.6% | -4.0% |
| 6M | -3.0% | +19.2% | -22.2% | -11.6% |
| YTD | +19.7% | +55.0% | -35.3% | -4.0% |
| 1Y | +25.6% | +54.2% | -28.6% | +0.6% |
| 3Y | +120.2% | +35.9% | +84.3% | +83.1% |
| 5Y | +160.5% | +162.4% | -1.9% | +52.0% |
| 10Y | +134.8% | +50.2% | +84.7% | +52.4% |
| All | +115.7% | +8.6% | +107.1% | +42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XOP.
Daily Out/Under-Performance
Portfolio return minus XOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XOP 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 XOP 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