+102.9%
XLP vs KMI
+133.3%
-30.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.5% | -1.0% |
| 7D | -1.4% | -0.4% | -1.1% | -1.4% |
| 30D | -1.3% | +3.7% | -5.0% | -2.1% |
| 3M | +1.8% | +3.2% | -1.3% | +1.1% |
| 6M | -0.8% | -3.0% | +2.2% | -0.4% |
| YTD | +9.5% | +19.7% | -10.1% | +5.2% |
| 1Y | +7.2% | +25.6% | -18.5% | +1.7% |
| 3Y | +27.1% | +120.2% | -93.1% | +5.3% |
| 5Y | +32.0% | +160.5% | -128.4% | +4.7% |
| 10Y | +102.9% | +134.8% | -31.9% | +62.5% |
| All | +102.9% | +133.3% | -30.4% | +62.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling