+120.4%
XLK vs KMI
+111.5%
+8.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.4% |
| 7D | +0.2% | -1.7% | +1.9% | +0.5% |
| 30D | -0.6% | -2.7% | +2.1% | -0.2% |
| 3M | +2.6% | -0.7% | +3.2% | +2.3% |
| 6M | +34.0% | -5.0% | +38.9% | +34.8% |
| YTD | +30.7% | +15.5% | +15.2% | +23.7% |
| 1Y | +39.2% | +16.4% | +22.8% | +31.1% |
| 3Y | +120.4% | +114.2% | +6.3% | +90.9% |
| All | +120.4% | +111.5% | +8.9% | +90.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling