+604.5%
XYZ vs KMI
+132.8%
+471.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | +0.1% |
| 7D | -3.7% | -1.8% | -2.0% | -2.9% |
| 30D | +0.5% | +0.1% | +0.5% | +0.2% |
| 3M | +16.3% | +1.2% | +15.1% | +14.6% |
| 6M | +21.1% | -3.9% | +25.1% | +21.9% |
| YTD | +22.0% | +17.5% | +4.5% | +8.9% |
| 1Y | +5.2% | +22.6% | -17.5% | -9.0% |
| 3Y | +49.6% | +116.3% | -66.7% | -8.0% |
| 5Y | -68.4% | +157.6% | -226.0% | -82.0% |
| 10Y | +604.5% | +136.6% | +468.0% | +281.2% |
| All | +604.5% | +132.8% | +471.7% | +281.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling