+563.5%
XLV vs KMI
+103.9%
+459.6%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | -3.6% | -1.7% | -1.8% | -3.2% |
| 30D | -1.8% | -2.7% | +0.9% | -1.3% |
| 3M | +7.8% | -0.7% | +8.5% | +7.8% |
| 6M | +9.1% | -5.0% | +14.1% | +10.1% |
| YTD | +7.7% | +15.5% | -7.7% | +3.7% |
| 1Y | +20.4% | +16.4% | +4.0% | +15.5% |
| 3Y | +30.8% | +114.2% | -83.4% | +7.0% |
| 5Y | +34.6% | +153.3% | -118.6% | +4.8% |
| 10Y | +173.4% | +132.4% | +40.9% | +108.1% |
| All | +563.5% | +103.9% | +459.6% | +391.3% |
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