+129.5%
KMI vs EXEL
+375.2%
-245.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | 0.0% |
| 7D | -1.7% | -4.9% | +3.2% | -1.1% |
| 30D | -2.7% | +11.4% | -14.1% | -4.2% |
| 3M | -0.7% | +4.9% | -5.6% | -1.6% |
| 6M | -5.0% | +34.4% | -39.4% | -9.3% |
| YTD | +15.5% | +28.0% | -12.6% | +10.7% |
| 1Y | +16.4% | +43.6% | -27.2% | +9.4% |
| 3Y | +114.2% | +155.2% | -41.0% | +80.2% |
| 5Y | +153.3% | +181.2% | -27.9% | +106.7% |
| All | +129.5% | +375.2% | -245.7% | +77.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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