+35.8%
XYZ vs KMI
+22.3%
+13.4%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.3% | +3.1% | +2.7% |
| 7D | -1.1% | +6.5% | -7.6% | +1.5% |
| 30D | +11.5% | -3.4% | +14.9% | +10.2% |
| 3M | +1.8% | +0.4% | +1.4% | +1.9% |
| 6M | +21.2% | -0.9% | +22.1% | +21.3% |
| YTD | +29.9% | +20.5% | +9.5% | +34.8% |
| 1Y | +35.8% | +23.2% | +12.6% | +41.0% |
| All | +35.8% | +22.3% | +13.4% | +41.0% |
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