+21.2%
IGV vs KMI
+151.2%
-130.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.8% | -0.2% |
| 7D | -5.4% | -2.1% | -3.3% | -4.8% |
| 30D | -2.6% | -1.7% | -0.9% | -2.3% |
| 3M | +10.5% | -1.9% | +12.4% | +10.7% |
| 6M | +18.2% | -4.3% | +22.5% | +19.0% |
| YTD | -4.2% | +15.8% | -20.0% | -10.4% |
| 1Y | -9.8% | +17.6% | -27.4% | -16.4% |
| 3Y | +39.1% | +113.1% | -74.0% | +1.0% |
| 5Y | +21.2% | +154.0% | -132.8% | -17.0% |
| All | +21.2% | +151.2% | -130.0% | -17.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling