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We present exact analytical results for the differential conductance of a finite Kitaev chain in an N-S-N configuration, where the topological superconductor is contacted on both sides with normal leads. Our results are obtained with the Keldysh non-equilibrium Green's functions technique, using the full spectrum of the Kitaev chain without resorting to minimal models. A closed formula for the linear conductance is given, and the analytical procedure to obtain the differential conductance for the transport mediated by higher excitations is described. The linear conductance attains the maximum value of $e^2/h$ only for the exact zero energy states. Also the differential conductance exhibits a complex pattern created by numerous crossings and anticrossings in the excitation spectrum. We reveal the crossings to be protected by the inversion symmetry, while the anticrossings result from a pairing-induced hybridization of particle-like and hole-like solutions with the same inversion character. Our comprehensive treatment of the Kitaev chain allows us also to identify the contributions of both local and non-local transmission processes to transport at arbitrary bias voltage. Local Andreev reflection processes dominate the transport within the bulk gap and diminish for higher excited states, but reemerge when the bias voltage probes the avoided crossings. The non-local direct transmission is enhanced above the bulk gap, but contributes also to the transport mediated by the topological states.