+129.5%
KMI vs XPO
+1,516.3%
-1,386.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -1.7% | -5.7% | +3.9% | -0.7% |
| 30D | -2.7% | -12.8% | +10.1% | -0.4% |
| 3M | -0.7% | -20.0% | +19.3% | +3.1% |
| 6M | -5.0% | -6.0% | +1.1% | -4.7% |
| YTD | +15.5% | +34.0% | -18.6% | +7.4% |
| 1Y | +16.4% | +35.6% | -19.1% | +7.5% |
| 3Y | +114.2% | +152.3% | -38.1% | +65.3% |
| 5Y | +153.3% | +264.4% | -111.1% | +71.1% |
| All | +129.5% | +1,516.3% | -1,386.8% | +3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 XPO 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