+5.6%
XYZ vs KMI
+24.4%
-18.7%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.8% | -5.1% | -2.6% |
| 7D | +2.9% | -0.4% | +3.2% | +2.8% |
| 30D | +1.4% | +3.7% | -2.3% | +2.8% |
| 3M | +14.6% | +3.2% | +11.4% | +15.9% |
| 6M | +20.8% | -3.0% | +23.7% | +20.6% |
| YTD | +23.1% | +19.7% | +3.4% | +28.0% |
| 1Y | +5.6% | +25.6% | -20.0% | +14.2% |
| All | +5.6% | +24.4% | -18.7% | +14.2% |
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 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