+262.1%
XLB vs KMI
+113.4%
+148.7%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.6% | -1.8% |
| 7D | 0.0% | +6.0% | -6.0% | -2.2% |
| 30D | +5.3% | -3.4% | +8.7% | +6.4% |
| 3M | 0.0% | +1.8% | -1.8% | -1.2% |
| 6M | +1.2% | +0.4% | +0.8% | +0.2% |
| YTD | +16.9% | +20.8% | -3.9% | +7.2% |
| 1Y | +20.9% | +23.0% | -2.1% | +10.0% |
| 3Y | +43.3% | +123.3% | -80.0% | +0.8% |
| 5Y | +28.3% | +149.8% | -121.5% | -14.1% |
| 10Y | +165.3% | +159.0% | +6.3% | +66.9% |
| All | +262.1% | +113.4% | +148.7% | +110.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling