+111.8%
KMI vs EXPD
+337.9%
-226.1%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.9% |
| 7D | -0.5% | -1.1% | +0.6% | -0.2% |
| 30D | +0.9% | +4.1% | -3.2% | -0.4% |
| 3M | 0.0% | +17.9% | -17.9% | -5.4% |
| 6M | -5.7% | +29.2% | -34.9% | -13.8% |
| YTD | +17.5% | +27.4% | -9.9% | +6.9% |
| 1Y | +22.3% | +56.8% | -34.5% | +3.0% |
| 3Y | +111.9% | +68.0% | +43.9% | +70.2% |
| 5Y | +151.8% | +61.9% | +90.0% | +100.2% |
| 10Y | +138.7% | +316.0% | -177.4% | +29.7% |
| All | +111.8% | +337.9% | -226.1% | +7.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling