+37.6%
XLC vs KMI
+157.3%
-119.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | -0.1% |
| 7D | -1.4% | -1.8% | +0.3% | -0.9% |
| 30D | -0.9% | +0.1% | -1.0% | -1.0% |
| 3M | -0.3% | +1.2% | -1.5% | -1.0% |
| 6M | -5.2% | -3.9% | -1.3% | -4.5% |
| YTD | -5.3% | +17.5% | -22.8% | -10.9% |
| 1Y | -2.8% | +22.6% | -25.5% | -10.1% |
| 3Y | +71.2% | +116.3% | -45.1% | +26.0% |
| 5Y | +37.6% | +157.6% | -120.0% | -6.1% |
| All | +37.6% | +157.3% | -119.7% | -6.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling