+111.8%
KMI vs EXEL
+511.5%
-399.7%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | -0.5% | +8.4% | -8.9% | -1.4% |
| 30D | +0.9% | +4.1% | -3.2% | +0.4% |
| 3M | 0.0% | +12.4% | -12.4% | -1.4% |
| 6M | -5.7% | +41.5% | -47.2% | -9.5% |
| YTD | +17.5% | +34.6% | -17.1% | +13.1% |
| 1Y | +22.3% | +57.9% | -35.6% | +15.4% |
| 3Y | +111.9% | +159.5% | -47.6% | +86.6% |
| 5Y | +151.8% | +198.5% | -46.6% | +116.2% |
| 10Y | +138.7% | +411.4% | -272.7% | +87.4% |
| All | +111.8% | +511.5% | -399.7% | +43.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling