+41.9%
XLP vs KMI
+102.8%
-61.0%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.2% |
| 7D | +0.7% | -10.8% | +11.5% | +2.1% |
| 30D | +10.3% | -5.0% | +15.3% | +10.7% |
| 3M | +6.5% | -3.4% | +9.9% | +6.7% |
| 6M | +8.4% | -3.4% | +11.8% | +8.5% |
| YTD | +18.2% | +13.1% | +5.1% | +15.9% |
| 1Y | +22.4% | +19.0% | +3.4% | +19.2% |
| 3Y | +41.9% | +106.1% | -64.2% | +15.9% |
| All | +41.9% | +102.8% | -61.0% | +15.9% |
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