+40.1%
EXC vs KMI
+141.1%
-101.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.0% | -2.3% | -0.9% |
| 7D | +0.1% | -5.1% | +5.2% | +1.7% |
| 30D | +9.0% | -3.1% | +12.2% | +10.0% |
| 3M | +3.3% | +0.2% | +3.0% | +2.8% |
| 6M | +5.7% | +1.1% | +4.5% | +4.7% |
| YTD | +7.3% | +17.7% | -10.4% | +0.7% |
| 1Y | +2.9% | +19.6% | -16.7% | -4.0% |
| 3Y | +29.3% | +117.6% | -88.3% | -9.8% |
| 5Y | +40.1% | +143.1% | -103.0% | -4.3% |
| All | +40.1% | +141.1% | -101.0% | -4.3% |
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