+154.3%
KMI vs EXEL
+320.7%
-166.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.1% |
| 7D | +6.5% | -0.8% | +7.4% | +6.7% |
| 30D | -3.4% | +13.1% | -16.6% | -5.1% |
| 3M | +0.4% | +36.3% | -36.0% | -4.0% |
| 6M | -0.9% | +34.5% | -35.5% | -5.4% |
| YTD | +20.5% | +57.4% | -36.9% | +11.8% |
| 1Y | +23.2% | +62.9% | -39.7% | +13.7% |
| 3Y | +121.6% | +229.5% | -107.9% | +77.9% |
| 5Y | +149.1% | +281.2% | -132.1% | +91.8% |
| All | +154.3% | +320.7% | -166.4% | +92.5% |
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