+145.0%
KMI vs XYL
+466.0%
-321.0%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.0% | -1.1% | +0.7% |
| 7D | -0.4% | +1.8% | -2.2% | -1.1% |
| 30D | +3.7% | -9.2% | +12.9% | +7.6% |
| 3M | +3.2% | -0.3% | +3.4% | +2.6% |
| 6M | -3.0% | -11.0% | +8.0% | +0.6% |
| YTD | +19.7% | -19.2% | +38.9% | +28.4% |
| 1Y | +25.6% | -21.2% | +46.8% | +35.9% |
| 3Y | +120.2% | +18.6% | +101.6% | +94.4% |
| 5Y | +160.5% | -14.3% | +174.8% | +159.5% |
| 10Y | +134.8% | +141.0% | -6.2% | +43.2% |
| All | +145.0% | +466.0% | -321.0% | +18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded XYL 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling