+131.6%
KMI vs EXPD
+55.6%
+76.0%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | -0.4% |
| 7D | -10.8% | -7.2% | -3.6% | -9.6% |
| 30D | -5.0% | -3.3% | -1.7% | -4.4% |
| 3M | -3.4% | +3.4% | -6.8% | -3.9% |
| 6M | -3.4% | +22.7% | -26.1% | -6.9% |
| YTD | +13.1% | +24.5% | -11.4% | +7.9% |
| 1Y | +19.0% | +38.6% | -19.6% | +10.8% |
| 3Y | +106.1% | +71.5% | +34.6% | +78.3% |
| All | +131.6% | +55.6% | +76.0% | +93.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling