+445.1%
XLF vs KMI
+107.5%
+337.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | +0.3% |
| 7D | -1.0% | -1.8% | +0.7% | -0.4% |
| 30D | -1.3% | +0.1% | -1.4% | -1.5% |
| 3M | +9.1% | +1.2% | +8.0% | +8.2% |
| 6M | +14.4% | -3.9% | +18.3% | +15.4% |
| YTD | +5.1% | +17.5% | -12.4% | -2.6% |
| 1Y | +8.6% | +22.6% | -14.0% | -1.4% |
| 3Y | +74.4% | +116.3% | -41.9% | +23.6% |
| 5Y | +64.4% | +157.6% | -93.2% | +7.5% |
| 10Y | +251.6% | +136.6% | +115.0% | +126.4% |
| All | +445.1% | +107.5% | +337.6% | +214.9% |
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 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