+136.6%
KMI vs EXPD
+316.4%
-179.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.3% | -3.0% | -2.2% |
| 7D | -1.8% | +1.2% | -2.9% | -2.1% |
| 30D | +0.1% | +5.2% | -5.1% | -1.6% |
| 3M | +1.2% | +13.2% | -12.0% | -2.9% |
| 6M | -3.9% | +30.3% | -34.2% | -12.2% |
| YTD | +17.5% | +27.0% | -9.5% | +7.3% |
| 1Y | +22.6% | +57.3% | -34.7% | +3.4% |
| 3Y | +116.3% | +70.0% | +46.3% | +72.7% |
| 5Y | +157.6% | +61.6% | +96.0% | +104.5% |
| 10Y | +136.6% | +321.1% | -184.5% | +24.5% |
| All | +136.6% | +316.4% | -179.8% | +24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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