+64.3%
XLF vs KMI
+151.4%
-87.1%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.8% |
| 7D | -1.5% | -1.7% | +0.3% | -0.8% |
| 30D | -1.2% | -2.7% | +1.6% | -0.2% |
| 3M | +9.2% | -0.7% | +9.9% | +9.0% |
| 6M | +16.3% | -5.0% | +21.3% | +17.9% |
| YTD | +5.4% | +15.5% | -10.0% | -2.1% |
| 1Y | +7.6% | +16.4% | -8.8% | -0.7% |
| 3Y | +74.2% | +114.2% | -40.0% | +17.4% |
| All | +64.3% | +151.4% | -87.1% | -1.5% |
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 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