+22.2%
XLP vs KMI
+19.5%
+2.7%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.0% | -1.1% | +0.7% |
| 7D | +0.1% | -6.5% | +6.6% | +0.6% |
| 30D | +8.9% | -5.1% | +14.0% | +9.1% |
| 3M | +7.5% | 0.0% | +7.5% | +6.8% |
| 6M | +9.4% | -0.9% | +10.3% | +9.0% |
| YTD | +19.3% | +15.4% | +3.9% | +18.2% |
| All | +22.2% | +19.5% | +2.7% | +20.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling