+157.6%
KMI vs EXPE
+89.3%
+68.3%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.7% |
| 7D | -1.8% | -11.5% | +9.8% | -0.7% |
| 30D | +0.1% | -13.1% | +13.1% | +1.3% |
| 3M | +1.2% | +18.1% | -17.0% | -0.9% |
| 6M | -3.9% | +13.3% | -17.2% | -5.6% |
| YTD | +17.5% | -3.2% | +20.8% | +16.9% |
| 1Y | +22.6% | +26.1% | -3.5% | +17.3% |
| 3Y | +116.3% | +151.7% | -35.4% | +85.4% |
| 5Y | +157.6% | +88.3% | +69.3% | +107.9% |
| All | +157.6% | +89.3% | +68.3% | +107.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling