+190.1%
XLE vs KMI
+110.6%
+79.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.6% | +1.0% |
| 7D | -0.2% | +0.2% | -0.5% | -0.4% |
| 30D | -4.0% | -3.7% | -0.3% | -1.6% |
| 3M | +4.6% | +1.2% | +3.4% | +3.4% |
| 6M | +12.3% | -0.3% | +12.6% | +12.1% |
| YTD | +44.5% | +19.2% | +25.3% | +27.5% |
| 1Y | +42.4% | +21.7% | +20.7% | +23.8% |
| 3Y | +67.0% | +120.4% | -53.4% | -5.6% |
| 5Y | +161.9% | +144.9% | +17.0% | +40.2% |
| 10Y | +173.9% | +155.6% | +18.3% | +42.5% |
| All | +190.1% | +110.6% | +79.5% | +47.5% |
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