+196.7%
EXC vs KMI
+158.9%
+37.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.6% | +1.5% |
| 7D | +1.4% | +6.5% | -5.2% | -1.0% |
| 30D | +8.6% | -3.4% | +12.0% | +9.8% |
| 3M | +2.4% | +0.4% | +2.0% | +1.9% |
| 6M | +6.5% | -0.9% | +7.4% | +6.3% |
| YTD | +9.0% | +20.5% | -11.4% | +0.8% |
| 1Y | +4.6% | +23.2% | -18.6% | -4.2% |
| 3Y | +33.5% | +121.6% | -88.1% | -5.4% |
| 5Y | +41.4% | +149.1% | -107.7% | -5.2% |
| All | +196.7% | +158.9% | +37.8% | +85.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling