+32.9%
XLV vs KMI
+26.0%
+6.9%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -4.1% | +7.2% | +3.0% |
| 7D | +5.5% | -5.2% | +10.8% | +5.4% |
| 30D | +13.3% | +1.2% | +12.1% | +13.1% |
| 3M | +17.4% | +1.3% | +16.1% | +17.1% |
| 6M | +32.1% | -1.1% | +33.3% | +32.0% |
| YTD | +24.0% | +19.0% | +5.1% | +26.3% |
| 1Y | +32.9% | +26.6% | +6.3% | +35.8% |
| All | +32.9% | +26.0% | +6.9% | +35.8% |
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