+128.8%
XLP vs KMI
+151.5%
-22.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.0% | -1.1% | +0.5% |
| 7D | +0.1% | -6.5% | +6.6% | +1.4% |
| 30D | +8.9% | -5.1% | +14.0% | +9.9% |
| 3M | +7.5% | 0.0% | +7.5% | +7.2% |
| 6M | +9.4% | -0.9% | +10.3% | +9.3% |
| YTD | +19.3% | +15.4% | +3.9% | +15.1% |
| 1Y | +21.7% | +19.5% | +2.3% | +16.6% |
| 3Y | +44.0% | +116.3% | -72.3% | +19.3% |
| 5Y | +42.8% | +136.6% | -93.8% | +15.2% |
| 10Y | +128.8% | +139.6% | -10.8% | +79.7% |
| All | +128.8% | +151.5% | -22.7% | +79.7% |
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