+364.4%
XLP vs KMI
+99.7%
+264.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.1% |
| 7D | +0.7% | -10.8% | +11.5% | +2.7% |
| 30D | +10.3% | -5.0% | +15.3% | +11.1% |
| 3M | +6.5% | -3.4% | +9.9% | +7.0% |
| 6M | +8.4% | -3.4% | +11.8% | +8.7% |
| YTD | +18.2% | +13.1% | +5.1% | +15.1% |
| 1Y | +22.4% | +19.0% | +3.4% | +18.1% |
| 3Y | +41.9% | +106.1% | -64.2% | +22.5% |
| 5Y | +40.9% | +130.1% | -89.2% | +18.5% |
| 10Y | +128.4% | +151.9% | -23.6% | +83.9% |
| All | +364.4% | +99.7% | +264.7% | +270.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling