+54.9%
XLE vs KMI
+121.9%
-67.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.8% | -0.7% | 0.0% |
| 7D | 0.0% | -0.4% | +0.4% | +0.2% |
| 30D | +12.6% | +3.7% | +9.0% | +10.1% |
| 3M | +11.8% | +3.2% | +8.7% | +9.6% |
| 6M | +16.1% | -3.0% | +19.1% | +17.9% |
| YTD | +46.9% | +19.7% | +27.2% | +31.9% |
| 1Y | +53.3% | +25.6% | +27.6% | +33.4% |
| 3Y | +54.9% | +120.2% | -65.3% | -14.0% |
| All | +54.9% | +121.9% | -67.0% | -14.0% |
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