+191.5%
XLE vs KMI
+107.5%
+84.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.2% | -0.4% |
| 7D | +2.2% | -0.5% | +2.7% | +2.6% |
| 30D | +11.8% | +0.9% | +10.9% | +11.0% |
| 3M | +9.8% | 0.0% | +9.8% | +9.6% |
| 6M | +15.6% | -5.7% | +21.3% | +19.9% |
| YTD | +45.3% | +17.5% | +27.8% | +29.6% |
| 1Y | +48.3% | +22.3% | +26.0% | +28.3% |
| 3Y | +55.4% | +111.9% | -56.5% | -9.6% |
| 5Y | +216.1% | +151.8% | +64.3% | +66.4% |
| 10Y | +178.4% | +138.7% | +39.7% | +50.0% |
| All | +191.5% | +107.5% | +84.0% | +50.0% |
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 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