+513.8%
XLI vs KMI
+111.3%
+402.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.3% | -1.1% |
| 7D | +1.0% | -0.4% | +1.4% | +1.1% |
| 30D | -5.8% | +3.7% | -9.5% | -7.1% |
| 3M | +0.7% | +3.2% | -2.5% | -0.8% |
| 6M | +3.2% | -3.0% | +6.2% | +3.6% |
| YTD | +13.0% | +19.7% | -6.6% | +5.0% |
| 1Y | +16.8% | +25.6% | -8.8% | +6.2% |
| 3Y | +72.4% | +120.2% | -47.8% | +26.0% |
| 5Y | +82.8% | +160.5% | -77.7% | +24.6% |
| 10Y | +252.4% | +134.8% | +117.6% | +136.7% |
| All | +513.8% | +111.3% | +402.5% | +286.8% |
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