+112.3%
KMI vs EXR
+1,321.8%
-1,209.5%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.8% | +2.8% | +2.2% |
| 7D | -5.1% | +1.7% | -6.9% | -5.6% |
| 30D | -3.1% | +18.0% | -21.2% | -7.7% |
| 3M | +0.2% | +9.7% | -9.4% | -2.5% |
| 6M | +1.1% | +13.4% | -12.3% | -2.7% |
| YTD | +17.7% | +26.3% | -8.6% | +9.5% |
| 1Y | +19.6% | +27.6% | -7.9% | +10.8% |
| 3Y | +117.6% | +52.2% | +65.4% | +86.8% |
| 5Y | +143.1% | -1.1% | +144.2% | +132.9% |
| 10Y | +142.0% | +216.8% | -74.8% | +55.5% |
| All | +112.3% | +1,321.8% | -1,209.5% | -32.1% |
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