+154.0%
KMI vs XPO
+257.8%
-103.8%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.4% | -1.4% |
| 7D | -2.1% | -1.3% | -0.7% | -1.9% |
| 30D | -1.7% | -10.4% | +8.7% | -0.7% |
| 3M | -1.9% | -15.7% | +13.8% | -0.4% |
| 6M | -4.3% | -6.3% | +2.0% | -4.2% |
| YTD | +15.8% | +34.2% | -18.4% | +11.1% |
| 1Y | +17.6% | +39.9% | -22.4% | +11.8% |
| 3Y | +113.1% | +155.2% | -42.1% | +82.5% |
| 5Y | +154.0% | +264.7% | -110.7% | +95.2% |
| All | +154.0% | +257.8% | -103.8% | +95.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling