+1,586.8%
XLK vs KMI
+104.5%
+1,482.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -1.0% |
| 7D | -0.4% | -2.1% | +1.7% | +0.2% |
| 30D | -0.5% | -1.7% | +1.2% | -0.1% |
| 3M | +5.0% | -1.9% | +6.9% | +5.2% |
| 6M | +32.9% | -4.3% | +37.2% | +33.7% |
| YTD | +29.0% | +15.8% | +13.2% | +22.1% |
| 1Y | +37.8% | +17.6% | +20.3% | +29.7% |
| 3Y | +118.7% | +113.1% | +5.6% | +70.1% |
| 5Y | +145.6% | +154.0% | -8.4% | +80.2% |
| 10Y | +791.5% | +133.1% | +658.4% | +539.3% |
| All | +1,586.8% | +104.5% | +1,482.3% | +1,036.4% |
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