+16.4%
KMI vs EXEL
+48.5%
-32.1%
-10.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | -0.5% |
| 7D | -1.7% | -4.9% | +3.2% | -2.1% |
| 30D | -2.7% | +11.4% | -14.1% | -2.0% |
| 3M | -0.7% | +4.9% | -5.6% | -0.2% |
| 6M | -5.0% | +34.4% | -39.4% | -3.0% |
| YTD | +15.5% | +28.0% | -12.6% | +17.7% |
| 1Y | +16.4% | +43.6% | -27.2% | +20.3% |
| All | +16.4% | +48.5% | -32.1% | +20.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling