+146.4%
KMI vs EXPD
+60.9%
+85.6%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.2% | -0.2% |
| 7D | +6.5% | +5.5% | +1.0% | +5.6% |
| 30D | -3.4% | -0.8% | -2.6% | -3.3% |
| 3M | +0.4% | +4.1% | -3.8% | -0.3% |
| 6M | -0.9% | +25.7% | -26.6% | -4.9% |
| YTD | +20.5% | +31.4% | -10.9% | +13.9% |
| 1Y | +23.2% | +42.2% | -19.0% | +14.3% |
| 3Y | +121.6% | +77.2% | +44.4% | +91.2% |
| All | +146.4% | +60.9% | +85.6% | +106.3% |
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