+38.4%
IGV vs KMI
+111.5%
-73.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | -2.9% | -1.7% | -1.2% | -2.6% |
| 30D | -1.5% | -2.7% | +1.2% | -1.1% |
| 3M | +11.7% | -0.7% | +12.4% | +11.4% |
| 6M | +18.4% | -5.0% | +23.4% | +19.2% |
| YTD | -3.9% | +15.5% | -19.4% | -9.1% |
| 1Y | -9.7% | +16.4% | -26.1% | -15.0% |
| 3Y | +38.4% | +114.2% | -75.7% | +15.4% |
| All | +38.4% | +111.5% | -73.1% | +15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KMI.
Daily Out/Under-Performance
Portfolio return minus KMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMI 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 KMI 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