+136.0%
XLC vs KMI
+199.9%
-63.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.3% | +1.1% |
| 7D | +3.7% | +6.5% | -2.8% | +1.7% |
| 30D | -1.9% | -3.4% | +1.5% | -1.1% |
| 3M | -3.1% | +0.4% | -3.5% | -3.6% |
| 6M | -6.4% | -0.9% | -5.4% | -6.8% |
| YTD | -6.8% | +20.5% | -27.3% | -13.3% |
| 1Y | -1.7% | +23.2% | -24.9% | -9.2% |
| 3Y | +64.7% | +121.6% | -56.9% | +22.9% |
| 5Y | +41.1% | +149.1% | -108.0% | +0.6% |
| All | +136.0% | +199.9% | -63.9% | +56.7% |
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 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