+30.9%
XLB vs KMI
+112.1%
-81.2%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.2% | -0.9% |
| 7D | -3.5% | -2.1% | -1.5% | -3.1% |
| 30D | -4.7% | -1.7% | -3.0% | -4.4% |
| 3M | +2.7% | -1.9% | +4.6% | +2.9% |
| 6M | +2.6% | -4.3% | +6.9% | +3.2% |
| YTD | +12.8% | +15.8% | -3.0% | +7.3% |
| 1Y | +14.0% | +17.6% | -3.6% | +7.7% |
| All | +30.9% | +112.1% | -81.2% | -5.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling