+120.2%
KMI vs EXR
+23.6%
+96.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.9% |
| 7D | -0.4% | -0.7% | +0.3% | -0.3% |
| 30D | +3.7% | -6.9% | +10.6% | +4.8% |
| 3M | +3.2% | -3.0% | +6.1% | +3.6% |
| 6M | -3.0% | -2.9% | 0.0% | -2.7% |
| YTD | +19.7% | +9.3% | +10.4% | +17.6% |
| 1Y | +25.6% | -0.9% | +26.6% | +25.5% |
| 3Y | +120.2% | +24.7% | +95.5% | +117.0% |
| All | +120.2% | +23.6% | +96.6% | +117.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling