+764.8%
AXP vs KMI
+107.5%
+657.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.1% |
| 6M | +5.4% | -5.7% | +11.1% | +7.3% |
| YTD | -11.1% | +17.5% | -28.6% | -18.5% |
| 1Y | -0.3% | +22.3% | -22.6% | -10.6% |
| 3Y | +111.6% | +111.9% | -0.4% | +46.0% |
| 5Y | +117.6% | +151.8% | -34.3% | +37.9% |
| 10Y | +474.1% | +138.7% | +335.5% | +251.9% |
| All | +764.8% | +107.5% | +657.3% | +407.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling