+89.6%
AXP vs KMI
+128.7%
-39.2%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.5% | -0.9% |
| 7D | +0.6% | -10.8% | +11.3% | +5.7% |
| 30D | +5.8% | -5.0% | +10.8% | +7.8% |
| 3M | -6.0% | -3.4% | -2.6% | -5.3% |
| 6M | +0.3% | -3.4% | +3.7% | +0.4% |
| YTD | -12.3% | +13.1% | -25.4% | -20.0% |
| 1Y | -11.2% | +19.0% | -30.3% | -21.5% |
| 3Y | +117.0% | +106.1% | +10.9% | +36.5% |
| All | +89.6% | +128.7% | -39.2% | +9.2% |
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 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