+47.7%
XYZ vs KMI
+117.6%
-70.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.5% |
| 7D | -1.0% | -0.5% | -0.5% | -0.8% |
| 30D | -1.7% | +0.9% | -2.6% | -2.2% |
| 3M | +16.7% | 0.0% | +16.8% | +16.0% |
| 6M | +26.9% | -5.7% | +32.6% | +28.8% |
| YTD | +27.1% | +17.5% | +9.7% | +15.1% |
| 1Y | +9.3% | +22.3% | -13.0% | -3.9% |
| All | +47.7% | +117.6% | -70.0% | -14.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling