+129.5%
KMI vs EXR
+151.8%
-22.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.5% |
| 7D | -1.7% | -1.2% | -0.6% | -1.4% |
| 30D | -2.7% | -6.2% | +3.5% | -1.1% |
| 3M | -0.7% | -7.4% | +6.7% | +1.2% |
| 6M | -5.0% | -0.5% | -4.4% | -5.1% |
| YTD | +15.5% | +8.1% | +7.4% | +12.5% |
| 1Y | +16.4% | -2.9% | +19.3% | +16.6% |
| 3Y | +114.2% | +22.9% | +91.2% | +96.2% |
| 5Y | +153.3% | -10.2% | +163.4% | +149.1% |
| All | +129.5% | +151.8% | -22.3% | +72.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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