+44.0%
XLP vs KMI
+148.3%
-104.3%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.5% |
| 7D | +2.5% | +6.5% | -4.0% | +1.3% |
| 30D | +7.3% | -3.4% | +10.7% | +7.9% |
| 3M | +8.1% | +0.4% | +7.7% | +7.7% |
| 6M | +10.5% | -0.9% | +11.4% | +10.3% |
| YTD | +21.2% | +20.5% | +0.7% | +16.2% |
| 1Y | +22.7% | +23.2% | -0.5% | +17.1% |
| 3Y | +44.8% | +121.6% | -76.8% | +16.3% |
| All | +44.0% | +148.3% | -104.3% | +14.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling