+158.8%
XLB vs KMI
+137.5%
+21.3%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.2% | -0.6% |
| 7D | -3.5% | -2.1% | -1.5% | -2.7% |
| 30D | -4.7% | -1.7% | -3.0% | -4.2% |
| 3M | +2.7% | -1.9% | +4.6% | +3.1% |
| 6M | +2.6% | -4.3% | +6.9% | +3.7% |
| YTD | +12.8% | +15.8% | -3.0% | +4.5% |
| 1Y | +14.0% | +17.6% | -3.6% | +4.5% |
| 3Y | +31.5% | +113.1% | -81.6% | -10.6% |
| 5Y | +33.4% | +154.0% | -120.6% | -17.1% |
| All | +158.8% | +137.5% | +21.3% | +56.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KMI.
Daily Out/Under-Performance
Portfolio return minus KMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMI 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 10y: compounded portfolio wealth divided by compounded KMI 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…
10y analysis · Full analysis span regression · 6 months rolling