+45.7%
EXC vs KMI
+157.3%
-111.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | 0.0% |
| 7D | +0.3% | -1.8% | +2.1% | +0.9% |
| 30D | -0.9% | +0.1% | -0.9% | -1.0% |
| 3M | -2.7% | +1.2% | -3.8% | -3.2% |
| 6M | -9.4% | -3.9% | -5.5% | -8.5% |
| YTD | +3.0% | +17.5% | -14.5% | -2.8% |
| 1Y | +5.1% | +22.6% | -17.5% | -2.5% |
| 3Y | +20.6% | +116.3% | -95.7% | -13.7% |
| 5Y | +45.7% | +157.6% | -111.9% | +0.6% |
| All | +45.7% | +157.3% | -111.6% | +0.6% |
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 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