+129.5%
KMI vs EXPE
+169.0%
-39.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.6% |
| 7D | -1.7% | -5.8% | +4.1% | -0.6% |
| 30D | -2.7% | -13.6% | +10.9% | +0.1% |
| 3M | -0.7% | +25.2% | -25.9% | -6.2% |
| 6M | -5.0% | +22.3% | -27.3% | -10.4% |
| YTD | +15.5% | -0.3% | +15.8% | +12.6% |
| 1Y | +16.4% | +27.8% | -11.4% | +6.0% |
| 3Y | +114.2% | +162.4% | -48.3% | +54.6% |
| 5Y | +153.3% | +95.8% | +57.4% | +83.6% |
| All | +129.5% | +169.0% | -39.4% | +22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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