+117.2%
KMI vs XRT
+359.1%
-241.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.5% |
| 7D | +6.5% | +1.7% | +4.8% | +5.6% |
| 30D | -3.4% | +7.5% | -10.9% | -7.1% |
| 3M | +0.4% | +2.2% | -1.8% | -1.2% |
| 6M | -0.9% | +14.7% | -15.6% | -8.3% |
| YTD | +20.5% | +7.5% | +13.0% | +14.4% |
| 1Y | +23.2% | +14.1% | +9.1% | +13.3% |
| 3Y | +121.6% | +58.8% | +62.8% | +66.6% |
| 5Y | +149.1% | -3.9% | +153.0% | +137.6% |
| 10Y | +158.3% | +137.7% | +20.6% | +23.4% |
| All | +117.2% | +359.1% | -241.8% | -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