+115.0%
KMI vs XRT
+365.7%
-250.7%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | +0.2% | -1.4% | +1.7% | +0.9% |
| 30D | -3.7% | +9.8% | -13.4% | -8.2% |
| 3M | +1.2% | +3.3% | -2.0% | -0.9% |
| 6M | -0.3% | +13.6% | -13.9% | -7.2% |
| YTD | +19.2% | +9.1% | +10.2% | +12.5% |
| 1Y | +21.7% | +15.1% | +6.6% | +11.6% |
| 3Y | +120.4% | +59.9% | +60.4% | +65.2% |
| 5Y | +144.9% | -1.7% | +146.6% | +130.9% |
| 10Y | +155.6% | +141.1% | +14.5% | +21.3% |
| All | +115.0% | +365.7% | -250.7% | -28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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