+9.1%
XLF vs KMI
+21.6%
-12.4%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.8% |
| 7D | 0.0% | -0.5% | +0.5% | 0.0% |
| 30D | +0.2% | +0.9% | -0.7% | +0.2% |
| 3M | +11.7% | 0.0% | +11.7% | +11.7% |
| 6M | +13.8% | -5.7% | +19.5% | +13.9% |
| YTD | +7.0% | +17.5% | -10.5% | +4.9% |
| 1Y | +9.1% | +22.3% | -13.1% | +5.9% |
| All | +9.1% | +21.6% | -12.4% | +5.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling