+111.8%
KMI vs XRT
+340.7%
-228.9%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -1.1% |
| 7D | -0.5% | +0.8% | -1.3% | -0.9% |
| 30D | +0.9% | -4.2% | +5.1% | +2.9% |
| 3M | 0.0% | +5.1% | -5.1% | -2.9% |
| 6M | -5.7% | +2.4% | -8.1% | -7.6% |
| YTD | +17.5% | +3.2% | +14.3% | +14.3% |
| 1Y | +22.3% | +1.5% | +20.8% | +19.5% |
| 3Y | +111.9% | +40.6% | +71.4% | +70.3% |
| 5Y | +151.8% | -1.0% | +152.8% | +134.9% |
| 10Y | +138.7% | +128.4% | +10.2% | +16.7% |
| All | +111.8% | +340.7% | -228.9% | -27.5% |
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