+111.8%
KMI vs EXR
+1,131.1%
-1,019.3%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.3% |
| 7D | -0.5% | -2.6% | +2.1% | +0.2% |
| 30D | +0.9% | -7.2% | +8.1% | +3.0% |
| 3M | 0.0% | -3.5% | +3.5% | +0.8% |
| 6M | -5.7% | -5.3% | -0.4% | -4.6% |
| YTD | +17.5% | +9.4% | +8.1% | +13.9% |
| 1Y | +22.3% | +1.3% | +21.0% | +20.9% |
| 3Y | +111.9% | +22.4% | +89.5% | +93.5% |
| 5Y | +151.8% | -12.2% | +164.1% | +149.2% |
| 10Y | +138.7% | +148.6% | -9.9% | +64.7% |
| All | +111.8% | +1,131.1% | -1,019.3% | -29.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling