-63.9%
XYZ vs KMI
+128.7%
-192.6%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +2.2% |
| 7D | +12.1% | -10.8% | +22.9% | +19.4% |
| 30D | +12.4% | -5.0% | +17.4% | +14.6% |
| 3M | +8.2% | -3.4% | +11.5% | +8.6% |
| 6M | +20.7% | -3.4% | +24.1% | +19.5% |
| YTD | +31.3% | +13.1% | +18.2% | +13.8% |
| 1Y | +20.5% | +19.0% | +1.5% | -0.2% |
| 3Y | +72.6% | +106.1% | -33.5% | -19.7% |
| All | -63.9% | +128.7% | -192.6% | -85.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling