+154.3%
KMI vs EXR
+216.3%
-62.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | +6.5% | -0.4% | +7.0% | +6.7% |
| 30D | -3.4% | +18.2% | -21.7% | -7.7% |
| 3M | +0.4% | +7.3% | -7.0% | -1.6% |
| 6M | -0.9% | +13.8% | -14.8% | -4.5% |
| YTD | +20.5% | +25.9% | -5.4% | +12.7% |
| 1Y | +23.2% | +25.8% | -2.6% | +15.1% |
| 3Y | +121.6% | +53.7% | +67.9% | +91.1% |
| 5Y | +149.1% | -1.8% | +150.8% | +140.2% |
| All | +154.3% | +216.3% | -62.0% | +85.0% |
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