+117.0%
AXP vs KMI
+152.8%
-35.8%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.8% |
| 7D | -2.1% | -0.5% | -1.6% | -1.9% |
| 30D | -6.5% | +0.9% | -7.4% | -7.1% |
| 3M | +4.6% | 0.0% | +4.7% | +4.0% |
| 6M | +5.4% | -5.7% | +11.1% | +7.6% |
| YTD | -11.1% | +17.5% | -28.6% | -19.8% |
| 1Y | -0.3% | +22.3% | -22.6% | -12.4% |
| 3Y | +111.6% | +111.9% | -0.4% | +33.0% |
| All | +117.0% | +152.8% | -35.8% | +16.0% |
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