+261.2%
XLB vs KMI
+107.5%
+153.7%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.1% |
| 7D | -1.4% | -0.5% | -0.9% | -1.2% |
| 30D | -0.4% | +0.9% | -1.3% | -0.9% |
| 3M | +2.0% | 0.0% | +2.0% | +1.6% |
| 6M | +1.8% | -5.7% | +7.5% | +3.4% |
| YTD | +16.6% | +17.5% | -0.9% | +8.4% |
| 1Y | +16.9% | +22.3% | -5.3% | +6.7% |
| 3Y | +32.6% | +111.9% | -79.4% | -4.6% |
| 5Y | +35.6% | +151.8% | -116.2% | -9.3% |
| 10Y | +160.0% | +138.7% | +21.4% | +68.5% |
| All | +261.2% | +107.5% | +153.7% | +113.1% |
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