+157.6%
KMI vs EXEL
+194.6%
-37.0%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.9% | -1.9% |
| 7D | -1.8% | -0.3% | -1.4% | -1.7% |
| 30D | +0.1% | +10.1% | -10.1% | -0.9% |
| 3M | +1.2% | +10.1% | -8.9% | +0.1% |
| 6M | -3.9% | +37.7% | -41.6% | -7.3% |
| YTD | +17.5% | +33.1% | -15.6% | +13.6% |
| 1Y | +22.6% | +52.4% | -29.7% | +16.2% |
| 3Y | +116.3% | +163.8% | -47.5% | +83.9% |
| 5Y | +157.6% | +198.5% | -40.9% | +106.9% |
| All | +157.6% | +194.6% | -37.0% | +106.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling