+1.0%
XLU vs KMI
+26.0%
-25.0%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.1% | +4.5% | +1.4% |
| 7D | +2.6% | -5.2% | +7.9% | +3.9% |
| 30D | +9.1% | +1.2% | +7.9% | +8.6% |
| 3M | -0.4% | +1.3% | -1.7% | -1.0% |
| 6M | -4.7% | -1.1% | -3.5% | -4.9% |
| YTD | +4.3% | +19.0% | -14.7% | +2.3% |
| 1Y | +1.0% | +26.6% | -25.6% | -2.6% |
| All | +1.0% | +26.0% | -25.0% | -2.6% |
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 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